Wash and pat dry the monkfish using paper towels. Carefully trim away the pinky gray membrane, and slice either side of the central bone to give 2 thick fillets. Cut the monkfish into 1-inch cubes and place in a shallow dish. Toss in the lemon rind, its juice and the olive oil.
Drain the fish, reserving the juices and thread on to four bamboo skewers, threading a few bay leaves and wedges of lemon in between the fish cubes.
Preheat a broiler to medium. Place the skewers on a rack, and cover the ends of the skewers with foil to prevent burning. Brush with some of the reserved juices and cook for 3 minutes. Turn over, brush again, and cook for a further 3-4 minutes until tender and cooked through.
Meanwhile, mix together all the ingredients for the caper sauce and set aside. Drain the skewers and transfer to warmed serving plates. Serve with the sauce and a green salad.
COOK'S TIP: Monkfish is a very meaty-textured fish. It cooks very well as it doesn't flake like most other fish.
PREPRATION TIME: 35 minutes
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