Combine olive oil, lemon juice, Dijon mustard, onion, black pepper, Cajun seasoning, cilantro, and cayenne pepper in a shallow glass baking dish. Add swordfish steaks, turning to coat with marinade. Cover and refrigerate for at least 30 minutes, turning occasionally.
Preheat an outdoor grill for high heat, and lightly oil the grate.
Grill swordfish steaks for 5 to 6 minutes on each side until the fish flakes easily with a fork.
