1. Start a fire in a charcoal grill, or pre-heat a gas grill.
2. Combine bread crumbs, capers, olives, garlic, parsley, salt and pepper in a bowl.
3. Add 2 tablespoons of the olive oil and mix well.
4. Place each swordfish steak between two pieces of wax paper and pound gently with the flat end of a meat pounder to 1/4 inch thickness.
5. Cut each steak in half.
6. Place one-eighth of the bread-crumb mixture near one end of each piece of fish and roll it up as neatly as possible, tucking in the ends.
7. Thread the fish onto a pair of wooden skewers held parallel to each other, 4 rolls per pair of skewers.
8. Brush the fish with the remaining olive oil and grill over high heat until firm to the touch, 8-10 minutes, turning once.
9. Remove rolls from skewers and serve with lemon wedges.