I've never tried brinning the fish, no time, usually see them along side the road on the way home from work and stop and buy them. I use EVO sparingly with some salt and pepper, never tried any other spices because I smoke them for my wife's family and they don't eat their fish seasoned, I highly recommend the banana leaves if you can find them, the fish is very moist, the lemon wrapped inside sounds delicious.
My wife simply adores mahi mahi, I think I'll smoke some this week and try the lemon, thanks for the inspiration.
One last word of advice, use a disposible drip pan that catches ALL of the fish drippings, you don't want your next beef, chicken or pork smoke to smell like fish! Don't ask me how I know.
Enjoy yours,
Gene