A stovetop fish grill (or roaster) is pretty cheap, you can get them for $10- $20 (possibly less) at Japanese or Korean markets. I use it often for mackerel fillets and it’s also good for grilling small veggies. It’s important you have good vents or be able to open up some windows; depending on what you are cooking it can get smoky (like with very oily fish).
Here I used some small sardines. The quickest way to prep them is to cut off the heads (optional, head on or off is up to you) and slit them down the middle, removing all the innards. Under running water you should be able to remove all the scales with your fingers alone. Over medium high heat it should cook about 3-4mins each side (maybe longer depending on size). It’s good to go with just some salt, pepper and lemon juice. It would go great with rice and miso soup with the addition of some scallions, (microplane grated) radish and ginger.