Combine the first four ingredients in a small bowl; mix well. Set aside 4 t. mayonnaise mixture. Brush remaining mixture on both sides of swordfish steaks; set aside.
Coat a grill rack with vegetable cooking spray. Place steaks on grill 4 to 5 inches from medium-hot coals. Grill, turning once, just until fish begins to flake when tested with a fork, allowing about 6 to 8 minutes on each side.
To serve, transfer steaks to serving plates. Top each steak with 1 t. reserved mayonnaise mixture.