1. Whisk the oil, zest, fresh herbs, salt (light) and pepper in a large bowl to blend.
2. Cut the swordfish steaks into 36 (1-inch) cubes and toss in the oil mixture to coat. Make sure well coated with oil, if not add more.
3. Thread the swordfish cubes onto wooden skewers, 3 per skewer. Wrap a slice of pancetta around and between the swordfish cubes on each skewer. Arrange the swordfish skewers on a small baking sheet and brush with the remaining oil mixture. Cover and refrigerate at least 1 hour and up to 1 day, turning occasionally in the oil mixture.
4. Prepare the barbecue for medium-high heat or preheat a grill pan over medium-high heat. Grill the swordfish skewers until the swordfish is just opaque in the center and the pancetta is crisp, turning to brown on all sides, about 10 minutes.
5. Transfer the skewers to plates and garnish with lemon wedges.
Serves 8-12 people for appetizers.