Grilled Swordfish (with Roasted Red Pepper Sauce)

Ingredients

• 1 red bell pepper ((see Note))
• 1 teaspoon minced garlic
• 2 tablespoons chopped fresh basil
• ½ cup mayonnaise
• Kosher salt and freshly ground black pepper ((to taste))
• 4 1-inch thick swordfish filets ((about 1 1/2 pounds total))
• 2 tablespoons olive oil
• Juice and finely grated zest from 1 lemon ((plus lemon wedges to serve))
• 2 tablespoons chopped fresh parsley
• 1 tablespoon chopped fresh thyme