3 tablespoons lemon zest
3 tablespoons orange zest
1 tablespoon chopped fresh thyme leaves
16 12-inch rosemary branches, most of the leaves removed and reserved
1⁄2 cup olive oil
4 pounds swordfish, cleaned and cut into about 32 two-ounce pieces
Salt and freshly ground black pepper
Mix together in a large bowl the zests, thyme, 2 tablespoons chopped rosemary, and olive oil. Add the swordfish cubes, and toss until coated. Cover and refrigerate for 2 to 3 hours. Light the charcoal or preheat the gas grill. Brush off the zest and any chunky pieces of herb from the swordfish (they will burn and turn bitter if grilled). Skewer 4 pieces of swordfish on a pair of side-by-side rosemary branches, and repeat with remaining fish and rosemary. Season fish with salt and pepper, and set the skewers over a medium-hot fire for about 3 minutes per side. The center of the swordfish should remain translucent. Serve with the saffron-and-yellow-pepper vinaigrette and grilled vegetables.