I like fish prepared in ways that lets the flavor of the fish come through, rather than those that oversauce or overseason it. Your dolphin is a great example of why that's so. What a great natural flavor it has all on its own.
And, of course, as you indicate, is such a flexible fish that can be prepared in numerous ways.
Day in and day out, I like dorado plain broiled, with a little brown butter. But if I'm in the mood for going balls-out, I use it in a variation of Eric Ripert's Black Bass with Port Wine.
At lunch in the Outer Banks one time, the restaurant had Mahi-Mahi Reuben listed on the menu, and I gave that a try. An interesting combination of batter-fried mahi-mahi with pastrami and thousand island dressing on dark rye. Don't know as it was the greatest combo in the world (I think it would have worked better with a milder fish, such as tilapia). But it's worth trying.
Dolphin is also a great sustitute for the salmon in things like seafood sausages and Kedgaree Covington.
And, IMO, you can go a long way and not find a better species for making fish cakes.