For the swordfish: Preheat a grill to medium-high heat. Add the onion, garlic, parsley, oregano, lemon zest and juice and paprika to a bowl. Season with salt and pepper and whisk in the oil. Add to a resealable bag along with the swordfish steaks and allow to marinate for 20 minutes at room temperature.
For the gremolata: Combine the oil, parsley, Preserved Lemon, olives, oregano, basil and garlic in a food processor with and process until smooth.
Grill the swordfish steaks until just cooked through, 3 to 5 minutes per side. To serve, spoon the gremolata over the warm fish.
Rub the lemons with the salt in a bowl. Combine the lemons, salt and bay leaf in a mason or canning jar and press the lemons to release their juice. Top with water to cover. Seal and age in the refrigerator for at least 3 days and up to 2 weeks.