To prepare the Creole Sauce, in a saucepan add oil, onion, carrot, celery and onion and sauté for 3 to 4 minutes until just softened. Add chili peppers, ginger, garlic, peppers and okra. Continue to sauté.
Preheat grill to medium high (about 500°F).
Drizzle the oil onto the kingfish fillets, brushing the oil all over the fish. Season oiled fillets with salt and Cajun seasoning, pressing the spices into the fish to adhere.
Place seasoned kingfish fillets onto the grill, flesh side down and grill for 3 to 4 minutes per side until just cooked through. When the fish is ready to be turned it should pull away easily from the grill.
While the fish grills, return to your Creole Sauce. Add rum and flambé to deglaze the pan. Add the tomato sauce, thyme and season to taste with salt. Bring to the boil, reduce heat to low and simmer for 10 to 15 minutes.
Squeeze the juice of half a lime over top the grilled kingfish. Transfer grilled fish to a platter and top with Creole Sauce garnished with green onion.