Roasted Swordfish with Ligurian Herb Sauce

Name: Roasted Swordfish with Ligurian Herb Sauce
Ingredients: 1 cup (1 oz./30 g) fresh flat-leaf parsley leaves; 1 cup (1 oz./30 g) fresh basil leaves; 3 Tbs. fresh marjoram leaves; 3 garlic cloves, coarsely chopped; Finely grated zest of 1 lemon, plus 4 thin lemon slices; Fine sea salt and freshly ground black pepper; 1/4 cup (1 oz./30 g) finely chopped walnuts; 1/4 cup (1 1/2 oz./45 g) chopped pitted black olives, such as Gaeta or Kalamata; 3 Tbs. extra-virgin olive oil, plus more for drizzling; 4 swordfish steaks, each 6 to 8 oz. (185 to 250 g) and 3/4 inch (2 cm) thick