I have a frozen fish head. What should I do with it?
I guess you could look into making your own fermented fish sauce, but for that you are really supposed to use whole small fish. And a single head will not get you very far.   

If you had heads from larger fish you could cut out the cheeks and cook something with those. I had a pasta dish once where the sauce was made with cod cheeks and that was delicious. Having said that though, it is still just fish meat. The cheek meat is not that different from cod fillet.

As for your single dorade head, your best bet is probably still to use it for stock or soup. I usually keep two boxes in the freezer, one for meat and one for fish, where I just toss anything that will work in a stock. Fish heads, prawn shells, chicken carcasses, meat trimmings, it all goes in there. Even vegetables, like carrots that have gone soft, leek greens etc. Once the boxes are filled up I make the stock and start the box over again.