Sorry, can't help you on cooking, but when oxygen binds with PUFA's, the result is rancidity. Bet you knew that! But rancid fats destroy other vital nutrients in the body, like Vit E. The only reason I became aware of this was when a frugal goatkeeping friend used up the last of her Vit A-D-E food supplement for her pregnant goats. She figured she was saving money by not throwing away rancid oil. But at 3 weeks of age, her little goat kids bouncing around their pen would suddenly drop dead. Autopsies revealed heart attacks, and the prime culprit was the rancid oil.
Unless the putative fish that you are cooking is totally exposed to air while being cooked, I sincerely doubt if the fish oils can go rancid, surrounded as they are by tissue. I've heard that's why you shouldn't scramble eggs, (Mercola) but, who knows?