Pour the rock salt into a large clay pot. Arrange the star anise and cassia over the salt, and then sit the fish on top. Cover the pot and place over a medium–low heat. Cook for 20–25 minutes, or until the flesh flakes easily when tested with a fork.
Meanwhile, combine the lemon dipping sauce ingredients in a small bowl and mix until combined.
Remove the fish from the pot and place on a serving platter. To serve, peel off the scales and skin and dip the flesh into the dipping sauce.