Grilled Fish. These river fish are stuffed with Thai herbs and grilled whole. They are usually eaten with sticky rice and come with a spicy Thai dipping sauce. Grilled fish (pla yang) makes a delicious meal or a snack that can be eaten with your choice of side dishes such as fried vegetables, spicy Thai vegetable salad or just about anything you like. Thai people often eat the small and soft fish bones too, as they are a good source of calcium.