Preheat oven or grill to 425 degrees. Place swordfish steaks on one side of a baking sheet and the diced bell peppers next to them on the same sheet. Season fish and peppers with salt and pepper. Drizzle everything with olive oil. Bake 16-18 minutes or, if grilling, 8-10 minutes per side.
In a bowl, combine the olives, pepperoncinis, oregano, lemon juice, lemon zest and olive oil. Season with salt and pepper.
Distribute the cooked rice among 4 dinner plates. Top with the swordfish, peppers, olive mixture and feta cheese.