Fishy cooking

For a change, this is not a true culinary jam post.
Meaning, I won't be the one giving out recipes and cooking tips.
(I am not a true goddess after all.. but I am still a goddess.. a fake one, but still a goddess!!)
(by the way, this reminds me of the start of Neil G@iman's Americ@n G0ds .. if you've read it, you'd know what I mean.. that goddess that swallows guys through her .. you know what)

I digress.

Yesterday Taufik bought a few huge ikan kembung (fish. don't know what it's called in english. nice fish.). I deep fried 2 yesterday (garam kunyit, seasoned with salt and tumeric), so today I decided to do something different, something that I've never tried before but like very much.
I decided to make ikan belah belakang (slice the back of the fish and stuff it with paste made of ground shallots+chillies+tamarind juice), because the fish is big enough for this method.
I seasoned the outside of the fish with salt and turmeric, and decided to deep fry it, coz I read in one of the recipes on the net that I could deep fry it.
Bad Idea.
The paste started falling out of the fish, and got fried in the hot oil. It later burnt and turned the oil and my fish black. and my kitchen smells too.
In the end I didnt have enough of the paste to go with my fish. I think I didnt make the slit at the back deep enough as well. Coz only the top half of the fish were flavoured with the paste, the bottom half remained quite bland.
It was still yummy though, by my standards.

So my question(s) to you, my dear readers, is(are):
1. How deep should the slit be? I don't want to accidently filet the fish..
2. How do I keep the paste from spilling out while I deep fry it?
3. I don't have a grill, can I pan fry it with just a little bit of oil? Will that work?
4. How else can I cook it? Can I wrap it in foil and chuck it in the oven? (Temperature? for how long?) (No banana leaves, please. They're damn expensive over here) and how do I avoid it from getting watery (coz the steam gets trapped in the foil).

Appreciate your suggestions!
If your tip works, I promise to take pictures and post the successful result here!