Cactus on the Blue, St. John's Mexican grill and Margarita Bar. Mexican fusion cuisine, great harbor views and fun atmosphere. Large portions and reasonable prices for a creative array of wonderful dishes. Your taste buds will go wild over this Mexican Fusion cuisine. Overlook Cruz Bay as you relish the blend of piquant flavors... soy and lime, honey and tequila. Discover Cactus on the Blue! Located in Cruz Bay on St. John, US Virgin Islands. (340) 693-8515.