Preheat barbecue for medium-high heat and lightly oil the grate.
Stir the cucumber, sour cream, lemon juice and lemon zest in a small bowl until combined. Season to taste with salt and refrigerate until ready to serve.
Heat 2 tablespoons of olive oil in a frypan over medium heat. Stir in the onion and garlic; cook and stir until the onion has softened and turned translucent, about 5 minutes. Pour in the chilli sauce, vinegar and Worcestershire sauce. Bring to a simmer and cook 5 minutes to blend the flavours. Season with black pepper and remove from the heat.
Brush the swordfish steaks on all sides with the 2 teaspoons of olive oil. Cook on the preheated barbecue until the fish is no longer translucent in the centre and easily flakes with a fork, about 3 minutes per side. Baste with the chilli sauce while grilling. Serve the swordfish with lemon slices and the cucumber sauce.