Mix the sesame oil and white and black sesame seeds in a small bowl and set aside.Place the alder planks in a pan, cover with water, and let soak for 1 hour.
To make the sake sauce, mix the mushrooms, chicken stock, sake, soy sauce, ginger, garlic, and jalapeno in a small saucepan on the stovetop. Cover and simmer over low heat for 15 minutes, or until the sauce is hot and the flavors have combined. Add the honey and rice wine vinegar, stir, cover, and simmer over low heat for 15 minutes more. Place the cornstarch in a small bowl, add the water, and stir to dissolve. Using a whisk, add the cornstarch to the sauce, stirring constantly until the sauce has thickened. Remove the sauce from the heat and set aside.
Brush 1 side of the alder planks with olive oil and place 2 Cobia fillets on the oiled side of each plank. Brush the Cobia with olive oil and season with salt and pepper. Place the planks on the grid. Close the lid of the EGG and grill for 7 to 8 minutes, until the interior of the fish is opaque. Using a long-handled spatula, transfer the halibut to a plate.
Spoon the sake sauce over the Cobia and sprinkle with the sesame seed mixture. Top with the scallions and serve immediately.