Cut capsicums into strips. Cut or tear lettuce leaves into strips. Place lettuce and capsicum on individual plates.
Cut swordfish into small pieces. Drizzle with lemon juice; sprinkle with salt and pepper.
Heat 3 tablespoons oil in a nonstick frying pan. Sear fish pieces and prawns on all sides over medium–high heat. Add garlic and saffron and fry briefly. Add wine. Cook, uncovered, until wine is reduced by half.
Using a slotted spoon, lift fish and prawns from liquid and place on salad. Remove pan from heat and season pan juices with salt, pepper and sherry vinegar. Drizzle over salad.
Heat remaining 2 tablespoons oil in a small, heavy pan. Lightly brown parsley over medium heat. Remove, drain briefly on paper towel and arrange on salad.