Using a sharp knife, make 3 slashes across each fish at an angle. Rub each fish with 2 tablespoons olive oil and season with Bayou Blast(recipe above). Place fish on hot grill and grill for 4 to 5 minutes on each side, depending on the weight of each fish.
In a saute pan, heat the remaining olive oil. Add onions and saute for 1 minute. Add peppers, olives, garlic, anchovies, if using, herbs, and capers and saute for 2 minutes. Add wine and bring to a boil. Reduce heat and simmer for 2 minutes. Fold in butter, 1 tablespoon at a time, to thicken. Remove from the heat and season with salt and pepper.
Spoon the sauce in the center of an oblong plate. Lay fish directly on top of the sauce. Garnish with parsley. These are great served with Portuguese Style Sauteed Potatoes!
To make the Bayou Blast, mix all ingredients together thoroughly.