Do ahead: Wrap the fish steaks in newspaper 1 hour before; wet it just before cooking.
Store in the fridge.
12 swordfish steaks, weighing about 225 gr (8 oz) each
8 tbsp virgin olive oil
2 heaped tbsp nonpareilles capers
1 (50 gr) tin anchovies in olive oil, drained and fairly finely chopped
1 sprig fresh rosemary, needles removed
salt and freshly ground black pepper
You will also need, some parchment paper and 12 large sheets of newspaper.
Brush the swordfish with half of the olive oil and season well with salt and pepper.
Place each steak on a piece of dampened parchment cut large enough to fold over the fish steak, then lift on to a sheet of the newspaper. Scatter over the capers, anchovies and rosemary, drizzle over some of the remaining olive oil and fold un to enclose the fish.
Tuck in the sides and wet the paper really well under the tap. Prepare the rest of the swordfish steaks in the same way.
Place the newspaper packages directly on the barbecue, with the rack about 15 cm (6 in) above the glowing coals, for 12-15 minutes, turning once, until the fish is just cooked through and the paper is slightly charred. be careful not to overcook swordfish since it gets quite tough if it dries out.
Unwrap each steak from its parcel and serve.