The morning fish market near the port is where Dakhla's day begins. Fishing boats come in overnight, and by early morning the stalls are laid out with whatever the Atlantic gave up: sardines in deep blue stacks, thick-fleshed grouper, occasional octopus, and seasonal varieties. It is primarily a market for restaurants and local households, not a tourist attraction, but no one will object to you walking through and looking.
Some vendors will cook fish on the spot at small grills beside their stalls — point at what you want, pay a small fee for cooking, and eat standing up with bread from a nearby stall. This is the cheapest and freshest meal you will find in Dakhla, and the quality is hard to beat. Go before 9am.