Combine the mayonnaise, lime juice and cumin in a small bowl. Cover and refrigerate until needed.
Pat fish dry with paper towel and set on a plate. Sprinkle and rub with Cajun spice. Brush and evenly coat each piece of fish with oil; season fish with salt. Place a large cast iron skillet over high heat and heat several minutes, until white-hot. (Be sure to have your kitchen exhaust fan turned to high, as the fish will smoke once in the pan.)
Carefully add the fish to the pan and cook 2 minutes, or until charred and blackened. Turn fish over and remove from the heat (the residual heat will finish cooking the fish.)
Spread the buns with the cumin/lime mayonnaise. Stuff a piece of fish, lettuce, tomatoes and pickles into each bun and serve.
Note: Cajun spice is sold in bottles in the spice aisle. If it contains salt, you won’t need to use any additional salt to season the fish.