Came across a clip with some preparation ideas for lionfish. Haven't tried any of what shows up in the following clip so copy at your own risk. Regardless of what may be implied in the video, these fish have venomous spines which will do a number on you if handled carelessly. The characters are a bit out there, particularly with the signature lionfish ventriloquism? Folks are giving clinics in the Bahamas on how to prepare them, missed out on those. So, in the interim, here's some food for ... uh, thought?
Also, here is some more info about lionfish from NOAA:
http://coastalscience.noaa.gov/education/lionfish.html