Place the fish fillets into a large bowl. Pour in the orange juice, lime juice, lemon juice, olive oil and white wine. Season with salt, pepper and spice rub. Stir to blend and coat fish. Leave the squeezed lemon and lime halves in the bowl too. Marinate for at least 30 minutes.
Preheat a barbecue for high heat. When hot oil the grate.
Place fish fillets on the barbecue and discard the marinade. Cook for 4 minutes on each side, or until fish flakes with a fork. Transfer to a serving platter and remove the dark blue part of the fish before serving.