Whisk olive oil, lime juice, garlic, cayenne pepper, lime zest, black pepper, and salt together in a bowl. Add mahi mahi fillets and turn to coat. Let marinate for at least 15 minutes.

Preheat an outdoor grill for medium heat and lightly oil the grate.

Remove mahi mahi from marinade and shake off excess. Discard remaining marinade.

Cook mahi mahi on the preheated grill until fish flakes easily with a fork and is lightly browned, 3 to 4 minutes per side. Garnish with the twists of lime zest to serve.