Place oil in saucepan over medium heat. Add onion and cook, stirring, until onion starts to brown, about 5 minutes. Add garlic and cook for 1 minute. Raise heat to medium-high; add tomatoes, thyme, lemon zest, and half the olives, capers, and peppers. Simmer while stirring, 3 to 5 minutes. Reduce heat to medium-low, stir in 1 cup water and simmer for 5 to 7 minutes. Add salt to taste. Remove from heat.
Preheat grill on medium high.
Season fillets with salt and pepper and oil on both sides to prevent from sticking.
Grill about 3 minutes or until lightly browned. Place shrimp skewers on grill. Carefully flip fish and grill for another 2 minutes (less for rare; more for well done. Remove shrimp and fillets. Let rest for 10 minutes.
Plate vegetable mix and rest fish on top. Let stand for 15 minutes so flavors blend well.
Garnish with remaining olives, capers, and peppers. Top each fillet with a grilled shrimp and serve with lemon wedges, steamed rice, and seasonal greens.
Beverage pairing: Chardonnay, Tempranillo, or Mexican beer.
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