Start by preparing the sauce: peel the shallot and cut it into thin strips. Heat a small amount of extra virgin olive oil in a saucepan and sauté the garlic clove, then add the sliced shallot. Cut the lemon zest into thin strips, add it to the pan, and let everything sweat gently over low heat until the shallot is just softened.
Pour in the fish stock and Marsala wine, then simmer until the liquid is reduced by half. Remove the saucepan from the heat and set aside.
Clean the dab by removing the head, bones, and entrails, filleting the fish, and rinsing the fillets under cold running water. Pat dry. Heat a drizzle of extra virgin olive oil in a skillet and cook the fish fillets gently on both sides. Season with salt to taste.
Meanwhile, rinse the capers and discard any stems. Add the capers and pitted black olives to the saucepan with the reduced Marsala and stock mixture. Adjust the seasoning with salt and pepper, then warm over low heat for a few minutes so the flavors can meld together.
Arrange the cooked fish fillets on serving plates and spoon the warm olive, caper, and Marsala sauce over the top.
