The secret to cleaning any fish, big or small, is having a razor sharp fillet knife, preferably one with a blade of 9 to 11 inches minimum. This makes life a lot easier. The best fillet knife I've ever owned was electric and made by Mister Twister. I just plugged it into the inverter and slab filleted the fish, then flipped the fillets over and slid the skin off. The tip of the knife is pointed and allows you to pare the belly bones away with a single swipe.
As for the taste of blue marlin, it's very strong and oily, however, when brined and smoked the fillets are pretty darned good. White marlin, however, is far superior when brined and smoked using hickory chips.
Here's the best brine recipe I have, one that took me years to perfect:
2 qts. Water
1 cup dark brown sugar
4 tblsp. Old Bay Seafood Seasoning
4 tblsp. chopped, fresh Vidalia onions
˝ cup kosher salt
1 tsp. garlic powder
1 tblsp. Montreal steak seasoning
6 drops Worcestershire sauce
1 tblsp. lemon juice
Thoroughly mix all ingredients of brine solution in a plastic container until salt and sugar are completely dissolved. Using a flat, Tupperware container pour in a small amount of brine solution (about one-inch deep). Cut fish fillets into inch-thick, four-inch squares and place them in the container in layers. After the first layer is in place, pour in enough brine solution to cover them, then add the second layer and continue until all the fillets are covered with brine. Cover the container using a sealable lid or Saran Wrap and refrigerate for five days. Be sure to agitate the container at least once daily to prevent the brine ingredients from settling–this is important. If there are several layers of fillets, it's also a good idea to occasionally separate them at least once daily to ensure all surfaces are exposed to the brine.