Grilled Wahoo with Tomato Sauce

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4 wahoo fillets, 6 ounces each (or whatever a good size is)

2 tablespoons canola oil

Salt and freshly ground black pepper

2 tablespoons extra-virgin olive oil, plus more for finishing dish

2 cloves garlic, chopped

4 anchovies in oil, patted dry and chopped

1 pint cherry tomatoes, halved

1 tablespoon capers, drained

1/2 cup pitted kalamata olives

1 lemon, zested and juiced

2 teaspoons finely chopped fresh oregano leaves

1/4 cup chopped flat-leaf parsley