Mix together the butter, chopped coriander, chilli and add the grated rind of the limes. Season with salt and pepper. Take a sheet of clingfilm and spoon the butter mixture on to it. Roll the clingfilm up to form a sausage. Twist the ends of the sausage to enclose the butter and place it in the refrigerator to set.
Take the fish and make 3 slits in the flesh on each side, making sure you don't cut all the way through it. Slice the zested limes and place a few slices of lime in the cavity of each fish, along with some coriander sprigs.
Brush the outside of the fish lightly with the oil and season both sides generously with salt and pepper.
Place the fish either directly on the rack of a medium-hot barbecue or place it in a fish grill first (this is easier). Cook the fish for 5 minutes on each side. The best way to test if the fish is cooked is by looking inside the cavity to see if the flesh has become opaque or if the fish is firm to the touch.
Slice the butter thinly into rounds and place a slice in each of the cuts you made on 1 side of the fish. Allow the butter to melt. Serve with a green salad.