In a small mixing bowl, combine the olive oil, salt, cayenne pepper, lemon juice, garlic, shallots, cumin, and about 3/4 of the cilantro (reserve the remaining cilantro for garnish).

Place the tuna fillet in a large glass or ceramic dish. Rub your fingers over the fish to check for and remove any remaining bones, and pour the marinade over the tuna. Make sure the fish are evenly coated on both sides and marinate for 1 hour in the refrigerator, turning once.

Brush a grill or broiler pan with vegetable oil and heat it to high heat. Grill the fillets for 4 to 5 minutes on each side, until done to your liking. Garnish with the remaining cilantro and the lemon wedges.