Preheat broiler with a rack positioned 6 inches from heat source. Place a large cast-iron skillet or platter on the rack to preheat.

Mix mayonnaise, capers, lemon zest, and garlic. Season fish on both sides with salt and pepper and brush the skin side with olive oil. Cover the other side with a light coat of the mayonnaise mixture. Transfer to the preheated cast-iron pan and broil until the fish is just cooked through, 3 to 8 minutes, depending on the thickness of the fish. (Note that the preheated pan will cook the fish from the bottom, the broiler from the top, so pay attention; it will go faster than you expect.) Serve at once, passing lemon wedges at the table.

Makes 4 servings.