1. Prepare a medium-hot charcoal or gas grill, or heat a grill pan over medium-high heat. Toss the fish with the salt, pepper and olive oil and allow to sit at room temperature for 15 to 30 minutes.

2. Cook the fish for 4 to 5 minutes per side. White fish should be opaque all the way through but not dry, tuna should be pink in the middle. Serve with the Romesco sauce on the side.