Adjust oven rack to middle position, place 12-inch cast-iron skillet on rack, and heat oven to 500 degrees. Meanwhile, whisk mayonnaise, relish, capers, lemon juice, and mustard together in bowl; set aside remoulade until serving.

Using sharp knife, make 3 or 4 shallow slashes about 1 inch apart on skin side of each fillet, being careful not to cut into flesh. Pat snapper dry with paper towels and rub with Cajun rub.

When oven reaches 500 degrees, carefully remove skillet from oven using potholders and place over medium-high heat; turn off oven. Being careful of hot skillet handle, add oil and heat until just smoking. Place snapper flesh side down in skillet and cook until very dark brown, about 2 minutes.

Gently flip snapper and continue to cook until very dark brown on second side, fillets flake apart when gently prodded with tip of paring knife, and fish registers 140 degrees, about 2 minutes. Serve with remoulade and lemon wedges.

Cajun Rub

Process coriander seeds in a spice mill until finely ground, about 30 seconds. Transfer to an airtight container and add remaining ingredients; shake or stir to combine.

Makes about ½ cup.