Preheat an outdoor grill for medium heat, and lightly oil the grate.
Whisk the extra-virgin olive oil, minced garlic, black pepper, cayenne pepper, salt, lime juice, and grated lime zest together in a bowl to make the marinade.
Place the mahi mahi fillets in the marinade and turn to coat; allow to marinate at least 15 minutes.
Cook on the preheated grill until the fish flakes easily with a fork and is lightly browned, 3 to 4 minutes per side.