Al,
Mullet isn't oily like mackerel but mackerel is a good substitute.
Cajun Rub:
1 1/2 t black pepper
1/2 t salt
1/2 t oregano
1/2 t thyme
1/2 t cayenne (this ratio is fairly hot, adjust down or omit if you don't like heat.)
1/4 t garlic powder
(Tip: If you increase the batch size, be careful about ramping up the cayenne equally. For example, if you doubled the above batch, I'd only increase the cayenne to 3/4 t.)