that sounds good and somewhat similar to how I regularily cook salmon on the bbq,
before I do your above steps I spread a thin layer 1/8 inch or so of mayonase over the enite fillet and then drizzel some yoshidas over that and then follow your steps. My wife likes to put some baby shrimp on top of the whole spread.... Wrap in double foil but keep the top open and cook up.. Does OK in the oven also