First and foremost, make sure the fish is scaled completely and gutted.
Lightly brush the outside and inside cavity with olive oil. Rub the fish inside and out with halved garlic cloves. Generously rub coarse salt inside and out, almost to the point of being able to see a crust of salt. Stuff the inside with quartered lemon and onions and lots of fresh thyme and then tie with butcher's twine. You can do this hours ahead of time.
As for direct heat and indirect heat, since it's a small salmon, I personally would go direct heat in order to get a really crispy skin on both sides which should also be enough cooking time to cook to a medium-well temperature. Towards the end, make a mix of dijon mustard, olive oil, chopped fresh thyme and brush it on lightly along with some fresh cracked pepper.
Once at the table, spritz the fish with some lemons and enjoy.