You can use water buckets/empty buckets to catch a fish that is killed/dying before it even emits white smoke

If you catch a fish that is killed by a player, and quickly catch the fish, the bucket will become a bucket of fish despite the fact that it was about to emit smoke particles and disappear, it also pauses the death of the fish, meaning that you can save the fish in the bucket until it has been released and will continue to die.

To Reproduce
1. Kill any type of fish mob
2. Quickly grab a water bucket/empty bucket