Preheat oven to 450 F.
Flatten each piece of swordfish between sheets of oiled wax paper or aluminum foil until 1/8-inch thick and lay out on a cool surface.
In a 12- to 14-inch saute pan, heat 4 tablespoons olive oil until smoking and add Spanish onion, anchovies, 2 tablespoons pine nuts, and 2 tablespoons currants. Cook until onion has softened and lightly browned and add orange zest and bread crumbs. Cook 5 minutes more until crumbs have toasted, remove from heat and allow to cool. Add parsley and stir through. Divide the crumb mixture among the swordfish pieces and roll up like a jelly roll and secure it with a toothpick.
In a 2 quart saucepan, stir together tomato sauce, remaining pine nuts, currants, Sicilian olives, hot chilies and white wine and bring to a boil. Pour sauce into an oven-proof earthenware dish and arrange involtini over and in sauce. Place in oven and bake 25 minutes, until fish is cooked through. Remove and allow to rest 10 minutes before serving.