Salt the fish. Mix the cashew nuts, coriander, sambal mahoi and lime zest, spread on top of four pieces of fish. Top with the remaining pieces of fish, place one kaffir lime leaf on top of each fish parcel, tie with kitchen twine, brush with oil.
Charcoal/gas/electric grill: Place the fish parcels in a grill tray, cover and cook over/on a medium heat (approx. 200 °C for approx. 5 mins. on each side. Squeeze the lime wedges over the grilled fish parcels, garnish with coriander.