For the spice rub: Place spices and olive oil into a small mixing dish, and then use a fork or whisk to blend together. Set aside.
For the salsa: Place the onion, mango, watermelon, cilantro, peppers, olive oil and lime juice into a mixing bowl. Stir to blend well. Add crumbled feta and stir. Set aside.
For the swordfish: Preheat the grill to medium-high heat. Rub each fish steak with 1 teaspoon of the spice rub. Rub the grill grates with a kitchen towel dipped in oil. Gently place fish steaks onto grill over open fire for 5 to 7 minutes each side.
To assemble: Place grilled swordfish steaks onto a platter or individual plates. Spoon salsa over the steaks and serve.