Preheat your grill to medium-high heat (about 375°F or 190°C).
Prepare the fish: Drizzle olive oil over the dorado, ensuring both sides are coated. Season generously with salt and pepper.
Stuff the fish: Place lemon slices and fresh thyme sprigs inside the fish for added flavor.
Grill the fish: Place the dorado on the grill. Cook for about 7-8 minutes on each side, or until the fish flakes easily with a fork.
Rest the fish: Once done, remove the fish from the grill and let it rest for 5 minutes to redistribute the juices.
Serve and enjoy: Serve the grilled dorado with fresh sides such as Mediterranean quinoa salad or grilled vegetables.