The skin is your built-in non-stick layer, but only if it’s crispy. Soggy skin is sad. To get it crisp, make sure the skin is dry before it hits the grill. Pat it with paper towels like you’re drying a wet puppy.
Barbecued Salmon - Weekend at the Cottage
Also, oil the grate, not the skin. A paper towel dipped in oil, held with tongs, and rubbed over the hot grates works like magic. This prevents sticking without making the skin greasy.