Soak marlin cubes in buttermilk in a shallow baking dish 30 minutes.
Combine cornmeal, flour, salt, and seasonings in a plastic or paper bag; shake to mix well. Place several marlin cubes in bag; shake well. Drop coated marlin into deep, hot oil (375°). Fry 5 minutes or until golden brown. Drain well. Repeat procedure with remaining marlin. Serve with cocktail sauce, if desired.