The Pollock available at my grocery stores is usually quite thin, similar to a Tilapia but longer. Because of that, i find it a bit tricky to grill, but it can be done. You're better off if you can get fresh Pollock vs. the frozen variety which is often soaked in a solution to make it swell, but also makes the meat more mushy. I would thoroughly thaw it, then pat it very dry on some paper towel, place it on a plate or cutting board and brush some olive oil on it then season with salt, pepper, and whatever other herbs and spices you like, then grill it.
If you've got an electric food steamer, those work fantastic for making steamed fish. They're especially good for more delicate pieces of fish like this, and you cannot get any healthier than steaming food to cook it. I've also hear of people poaching seafood in butter over a gentle heat - I've seen them do it with lobster on cooking shows, but I would imagine any seafood would work with that method.
My mom likes to simply dust the fish with cracker meal, salt and pepper - she doesn't even use an egg batter, then she shallow fries the fish in some oil.