Rapscallion,
We used to cook fish caught on several day canoe trips on the Brazos between Possum Kingdom & Lake Whitney before they built Lake Procter that same way, packed in mud and cooked in the ashes of a campfire. They always tasted great. I was told the origin of that method here was from native Americans, but don't pretend to know if that is correct or not. The moisture in the clay or mud keeps the contents moist and the skin [or feathers??] sticks to the now fired 'mold' when it is broken open. BTW, 'stinky' muck and mud works just as well as the seemingly cleaner types of clay, neither imparting any 'taste' whatsoever. You simply have to do it to prove that to yourself. Leave the scales on the fish; we gutted them, but left the heads on & just packed the mud over the seam.
Perhaps not so dif from a 'Texas wrap' using a fresh onion slice for the moisture, when one thinks about it.
