Prepare the Marinade: In a bowl, whisk together olive oil, lemon juice, minced garlic, chopped parsley, cilantro, salt, and pepper.
Marinate the Cobia: Place cobia fillets in a shallow dish. Pour the marinade over the fillets, ensuring they are well-coated. Marinate in the refrigerator for 15-30 minutes.
Preheat the Grill: Preheat your grill to high heat. Oil the grill grates to prevent sticking.
Grill the Cobia: Remove cobia from the marinade, letting excess drip off. Place fillets on the hot grill and cook for about 3-4 minutes on each side, or until the fish flakes easily with a fork and reaches an internal temperature of 145°F.
Serve: Transfer the grilled cobia to a serving platter. Garnish with lemon slices. Serve immediately with your choice of sides.