Mix the oregano gently into the mayonnaise using a spoon. Keep in the fridge until it is time to use it.
Wash the courgettes, dry them, cut off the ends and slice them lengthwise using a mandoline slicer. Grill on a cast iron griddle or in a very hot, non-stick pan. Season them with a little oil and a pinch of salt and allow to cool completely.
Toast the bread briefly in the oven. Spread a little of the oregano mayonnaise on the bottom half of each roll and add some slices of grilled courgette. Top with a slice of smoked sword fish and some mesclun leaves. Close the rolls and serve immediately.
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