Prepare a grill and light the fire. Rub the side of each shingle with 1/2 teaspoon oil.
Season the fish on both sides with the rub. Place a fillet on each oiled shingle. Combine the horseradish, orange zest, lemon zest, salt, cayenne, and sugar in a small bowl. Divide the mixture into 2 equal portions and place on top of the fish.
Place the shingles in the center of a hot barbecue grill. Close the lid and cook for about 10 minutes, or until the fish flakes easily with a fork. Remove the shingles from the grill using a long-handled spatula. If the shingles catch fire, sprinkle with a little water.
Put the shingles in the center of large platters to serve.
Yield: 2 servings