Combine all the ingredients except fish and lemon wedges and mix well. Using a pastry brush, paint the fish steaks liberally on both sides and set them aside, lightly covered with a piece of aluminum foil, to marinate for at least 30 minutes.
Build up a fire, using good hardwoods if you're cooking in a fireplace or the best hardwood charcoal (not fake-wood briquettes) if you're using a grill. Let the fire burn brightly and die down until you have a nice bed of hot coals or embers. Large pieces of fish can be set directly on the grill, but to prevent smaller ones from falling through and burning up, you may want to use a special grid made for fish.
When you're ready to cook, brush a little plain olive oil on the cooking surface and set it 4 to 6 inches from the source of heat.Arrange the fish steaks so that they have equal access to the heat source. Cook for about 4 to 5 minutes on each side, turning once. Test for doneness—fish should be opaque all the way through—by inserting the tip of a sharp knife near the bone or in the center of a boneless piece of fish. Remove immediately to a hot platter.
The remaining marinade should be heated just to the boiling point and either poured over the cooked fish or passed at the table along with lemon wedges.