Not "caveman" but cooked one on a heated rock along w/potatos encased in mud in the coals in boy scouts about 40+ years ago though.
Scroll about half way down on this page: http://thehotpepper.com/topic/13871-vote-steak-january-2010-throwdown/page-5
When i was a kid we would pack fish in mud and bake them on the fire.split the hard mad cakes to expose the white cooked fish flakes.I don't know how I survived my youth.lol