Make the topping: Put the cucumber in a medium bowl. Add the lemon juice and the sugar, toss to combine, and season with salt and pepper to taste. Stir in the olive oil, herbs, and shallot. Taste and add more salt and pepper if necessary. Let sit for 30 minutes to allow the flavors to develop.
Clean and oil the grates on a gas grill and heat the grill to medium high or prepare a medium-hot charcoal fire.
Grill the fish: Generously coat both sides of the fish with the oil and season both sides with salt. Let the fish sit at room temperature for 15 minutes (while the grill heats).
Grill the fish steaks (covered on a gas grill, uncovered on a charcoal grill), without touching, until they have good grill marks, 2 to 4 minutes. Flip the steaks and grill until the second sides have good grill marks and the fish is done to your liking, another 2 to 4 minutes. (Check for doneness by slicing into one of the thicker pieces.)
Serve the fish with the topping.