Check the sides of your walleye fillets for bones with your finger. Using needle nose pliers, remove any that are there (once you find one they should all be in a line and relatively easy to find).
Fillets should be rinsed and dried. Set aside on a cutting board or plate.
Season both sides with black pepper and sea salt.
In a bowl or on a small plate, combine smoked paprika, minced herbs, lemon juice, and olive oil.
Rub herb mixture evenly into both sides of each fillet.
While the grill heats up, let the herb mixture sit on the fillet.
Preheat the grill for 10 minutes on medium-high.
When the grill is heated, set the fish filets on top and cook for 5-7 minutes per side.
If the sides of the fish are starting to brown but the fish is still not cooked through, switch to indirect heat (not directly over the burners).
Remove to a clean platter, season with more salt if desired, and serve!