Preheat the grill or grill pan to medium-high heat. Coat the swordfish in 1 tablespoon of the olive oil and sprinkle with salt and pepper. Grill, 3 to 4 minutes per side, and then remove and cover with aluminum foil until ready to serve.
Meanwhile, cook the shallots in the remaining olive oil in a medium saute pan over medium-high heat, stirring frequently to prevent burning, until browned, 4 to 5 minutes. Add the sundried tomatoes and cook until softened, 1 to 2 minutes longer. Pour in the wine, scraping up any bits from the bottom of the pan, and cook until reduced to about 1/4 cup, 3 to 4 minutes. Stir in the cream and lemon juice and bring to a simmer, just 1 minute. Reduce the heat to medium-low and begin adding the butter 2 cubes at a time, swirling or whisking them into the sauce until all the butter has been incorporated. Remove from the heat and finish with the chopped herbs.
Plate the swordfish, divide the sauce evenly among the plates and serve immediately.