Our Favorite was the Lagoon by Jean Georges at the St. Regis - of course very expensive but we really enjoyed. Have the concierge at the IC call and the St. Regis will pick you up at the dock and deliver you home again. Our second favorite was actually at the resort at the Reef was very good as well. They do have another restaurant called Lagoon but it was closed when we were there.

we also did a private lagoon tour who grilled us everything but the kitchen sink which was amazing! Let me know if you would like the information.