This fish would be a perfect candidate for dusting with rice flour, deep frying and eating "head, guts and feathers" - except for the spines which are mildly annoying. If you do go this route there's no need to clean them since there's almost nothing in them. On the other hand, if you're a little squeemish about that go ahead - nothing's lost because they split open during frying anyway. Only a severe sissy would cut off the heads though.

You can cut off the tips of the spines with kitchen shears before frying but that doesn't help much, they go deep, and the frying will crisp the points off anyway.