There are certain areas in the Caribbean when a toxin, ciguatera, works it's way up the food chain including lionfish. Cooking does not destroy it but it does destroy the toxin in the lionfish spines. That being said, any bottom/reef fish taken from a known area should be suspect for ciguatera and generally locals avoid fishing there. I had a bout of it on St Barts many years ago, I was told it was a mild case but wouldn't want it again, mild or not. My little slice of paradise here on the east coast of FL has a lionfish roundup and local restaurants compete for the best recipe, delicious white, tender, flaky, much like red snapper.