I think either of the two mayo recipes I did earlier in the week would be great.  You could also do an olive tapenade and a little crumbled feta for a Mediterranean vibe.

• @ketoadmin you actually read my mind on the mayo from the video but your olive tapenade sounds pretty good too. Thank you 

great, now I'm hungry!

I'm probably too late, but here's my 2 cents (feel free to give me change)...

I would season them with some creole blackening (both sides).  Get an oiled hot pan and sear both sides for 2 min... then bake covered at about 350°F for about 10 to 15 min (thickness unknown).  

Edit: I just saw you asked for a sauce... my bad.  

Papa G your suggestions are always welcomed. Sounds great and I may try it that way next time because I eat shark regularly. 

For enquiring minds, after taking the skin off and removing the center bone it was way to pretty looking as a steak. So I seasoned it and grilled it, topped with a cucumber tzatziki sauce. For the side I pan fried some shrimp and mixxed it into some low carb mac and cheese. Turned out pretty good in my opinion 

I am a huge fan of a mayo/garlic marinade for meaty fish steaks.  Mints lots of garlic then add it to mayonnaise. Slather it all over your fish and leave it in the fridge for 3 to 5 hours. Grill it on both sides depending on your thickness and finish off in the oven if needed until just cooked through or 145–150°

The fish will be juicy, tender, meaty, incredibly satisfying. Thank you Scroggins for prompting the thought. Now I must go find fresh swordfish!