I agree with the parchment or foil approach.

Here's another recipe that would work well with amberjack: http://www.food52.com/recipes/9658_fish_baked_in_foil_with_fennel_and_lime

It can be cooked in all sorts of simple ways: grilled, baked in parchment, pan-fried, or try cooking it whole, like this: http://www.food52.com/recipes/2462_whole_baked_fish_in_sea_salt_with_parsley_gremolata