Make the rub by mixing cayenne pepper, salt, pepper, thyme, oregano, garlic powder and paprika. Set aside until ready to rub all over that delicious fish! 2. Put fish in a pan and sprinkle your blackened mixture on top. Using your fingers rub it in all around the top and sides. 3. Broil the blackened rockfish high for about 6-10 minutes depending on the thickness of the meat.