tlg has some very good points - a medium / hot grill does (imo) work better than screaming hot. As for oiling the skin - again, it is not to make it release it just helps move the heat to the meat. Whichever works best for you is perfect. But as Tommy said - oiling the grate doesn't really do anything - the grate is probably +500* almost every oil will be gone instantly. The real key is - let the fish cook (it has plenty of natural oil) - don't play with it and when it is ready to release it will - you already have your grates clean so you are good to go.
BTW - I also agree with tlg - however you make it on the grill, sous vide, etc - salmon is delicious!