Preheat the grill. Grill the fish until cooked through. In a saute pan, heat the olive oil. When the oil is hot, saute the onions until wilted, about 1 minute. Stir in the tomatoes and continue to saute for 2 minutes. Add the garlic and saute for 1 minute. Add the anchovies, olives and white wine. Season with salt and black pepper. Bring the sauce up to a simmer and remove from the heat. Pour the sauce into a blender and puree until smooth. Check the seasonings. Mound the polenta in the center of the platter. Lay the fish on top of the polenta. Spoon the sauce over the fish and around the rim. Garnish with basil and peppers.
Yield: about 3 cups of sauce