Preheat grill or broiler till hot.
Mix together the lime zest and garlic with just enough lime juice to form a paste.
Add salt and pepper, and rub the cobia lightly with the paste.
Grill the cobia about 3 inches from the heat source, about 4-5 minutes on each side.
As the fish cooks add the remaining lime juice with the olive oil, cumin, capers, and parsley; season with salt and pepper and whisk until mixed thoroughly.
Serve the fish with a little bit of vinaigrette and serve.