In a small bowl, mix together all the Dry Rub ingredients.
Pat the rockfish fillets down with paper towels, and then press both sides of each fish fillet into the dry rub mix. The fillets should not be wet when they are put into the dry rub; it will adhere just fine on its own.Remove fillets from dry rub and set aside.
Heat cast iron or heavy skillet over medium-high heat until a water droplet sizzles on the surface.Add enough vegetable oil to lightly cover bottom of skillet.
Place prepared fish fillets into the heated skillet.Fry on first side for about 3 minutes, or until the bottom of the fish is nicely browned.
Using tongs, turn the fish over and brown the other side for 2 to 3 minutes more; until the flesh is firm and opaque.
Remove the fillets from the skillet and drain on paper towels.
Notes
Substitution for chiles: If you don't have the specific ground Mexican chiles (i.e., New Mexico, pasilla, chipotle) on hand, you can substitute equal parts regular chili powder for whatever you're missing. The flavor of the dry rub may be slightly less complex, but delicious just the same.Spicy Pan-fried Rockfish pairs well with a Caesar Salad.