Cut the mahi mahi into cubes.
Peel the red and yellow bell peppers; cut into pieces of the same size as the mahi mahi cubes.
In a pan, heat the olive oil. Add the bell pepper and mahi mahi pieces. Cook over medium heat, turning the pieces, 8 to 10 minutes. Season with salt and pepper.
Remove the mahi mahi and bell pepper pieces. Alternate threading mahi mahi and bell pepper pieces onto skewers. Reserve and keep warm.
Prepare the gremolata: in a bowl, mix the lemon zest, parsley, and chopped garlic. Place on a plate.
Roll the skewers in the gremolata.
Serve the skewers over rice.