Preheat An Outdoor Grill For Medium-High Heat, And Lightly Oil The Grate. Stir The Cucumber, Sour Cream, Lemon Juice, And Lemon Zest In A Small Bowl Until Combined. Season To Taste With Salt, And Refrigerate Until Ready To Serve. Heat 2 Tablespoons Of Olive Oil In A Skillet Over Medium Heat. Stir In The Onion And Garlic; Cook And Stir Until The Onion Has Softened And Turned Translucent, About 5 Minutes. Pour In The Chili Sauce, Vinegar, And Worcestershire Sauce. Bring To A Simmer And Cook 5 Minutes To Blend The Flavors. Season With Black Pepper, And Remove From The Heat. Brush The Swordfish Steaks On All Sides With The 2 Teaspoons Of Olive Oil. Cook On The Preheated Grill Until The Fish Is No Longer Translucent In The Center, And Easily Flakes With A Fork, About 3 Minutes Per Side. Baste With The Chili Sauce While Grilling. Serve The Swordfish With Lemon Slices And The Cucumber Sauce.