I smoke mine in a Brinkmann smoker with Oak coals and cherry or hickory chips at 200 degrees for around 2 hours depending on size of fillets. I don't use a pan of water because the brine locks in a lot of the moisture and if you let the meat develop that pellicle Neil is talking about when you let it sit, you won't lose much moisture.
I did some yellowfin I got from a buddy this weekend and it was perfect.
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