Preheat your gas grill to medium-high heat or your electric grill to medium temperature.
Pat the haddock fillets dry with paper towels and season with sea salt, black pepper, paprika, garlic powder, dried dill weed, and cayenne pepper.
Place the fish fillets on a sheet of foil and drizzle them with olive oil. Top each fillet with a slice of lemon.
Place the foil packets on the preheated grill, close the lid, and cook for 8-10 minutes or until the fish flakes easily with a fork.
Open the foil packets and baste the fish with any remaining oil and lemon juice. Cook the fish for an additional 2-3 minutes to get a golden brown crust.
Remove the fish from the grill and serve with additional lemon slices and your choice of sides.
Notes
The cooking time may vary depending on the thickness of your fish fillets.
Use a fish grill basket to prevent the fish from falling apart if you're grilling a larger piece of fish.
Make sure to check the internal temperature of the fish with a thermometer to make sure it reaches 140-145 degrees Fahrenheit before serving.