1/4 cup (1/2 stick) unsalted butter or margarine, softened
4 anchovy fillets, mashed, or 2 teaspoons anchovy paste
1/4 teaspoon grated lemon zest
2 teaspoons lemon juice
1/8 teaspoon cayenne
1/8 teaspoon salt
In a shallow bowl, sprinkle swordfish with salt and rosemary and rub into fish. Sprinkle with oil and turn fish to coat. The fish can be refrigerated, covered, up to 4 hours before grilling.
In a small bowl or in an electric mixer, combine butter, anchovies, lemon zest and juice, cayenne, and salt. Transfer to a small ramekin and refrigerate, covered, until ready to serve.
Preheat the grill or broiler. Generously oil the grill or broiler rack to prevent fish from sticking. Grill over moderately hot coals 8 inches from the heat until just cooked through, 2 to 3 minutes on each side. Or broil 6 inches from the heat of a preheated broiler.
Remove with a well-oiled metal spatula and top hot fish with a spoonful of chilled anchovy butter.