The eating in Yalong Bay itself is concentrated in the resort hotels and a string of mid-range restaurants along the seafront plaza. For better, cheaper, and more authentically Hainanese food, take a 15-minute taxi back to Sanya — the seafood stalls at the Sanya Number One Market are the obvious destination, where you choose your fish, prawns, and crab from the tanks and pay a fee to have it cooked at one of the adjacent restaurants.
On the bay itself, the resort buffets are reliable if uninspiring; the better hotel restaurants run pan-Asian and Western menus aimed at the international crowd. Look for jiaji ya (Wenchang-style chicken), Hainan's most famous dish, on the menus of the larger Chinese restaurants.