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1
Soak the currants in warm water for 10 minutes, then drain and press dry. Combine breadcrumbs, capers, pine nuts, drained currants, chopped olives, pecorino, and parsley in a bowl. Drizzle in olive oil and work the mixture with a fork until the crumbs are evenly moistened but not wet — the filling should hold together when pressed but remain loose enough to spread.
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2
Lay the swordfish slices flat. Pound each slice gently with a meat mallet or the flat of a heavy knife until uniformly thin — this is the step on which the dish lives or dies: slices too thick will crack when rolled; slices too thin will tear and the filling will escape during grilling. The correct slice is supple, bends without splitting, and is just thick enough to contain the filling under a firm roll.
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3
Spread a modest layer of filling across each slice, leaving a 1 cm border at the far edge. Roll each slice away from you, firmly and evenly, so the filling is enclosed. Do not overfill — the roll must close cleanly. Thread the rolls onto skewers, alternating each roll with a bay leaf and a round of onion.
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4
Whisk olive oil, lemon juice, garlic, and oregano together vigorously until the salmoriglio is temporarily emulsified and opaque. Set aside at room temperature.
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5
Grill the skewers over charcoal — or bake in a hot oven — turning once, until the swordfish is just cooked through: the exterior carries light colour and faint char at the edges, the flesh yields to light pressure but is not firm throughout. Swordfish overcooks rapidly; remove from the heat the moment resistance gives way. Rest 5 minutes before serving.
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6
Drizzle salmoriglio generously over the rested rolls. The sauce should smell sharply of lemon and oregano and pool slightly around the base of each roll.