1Mix oil, thyme, vinegar, salt, pepper and garlic. In shallow glass or plastic dish or resealable food-storage plastic bag, pour half of oil mixture over fish fillets; turn fish to coat with marinade. Cover dish or seal bag and refrigerate at least 30 minutes but no longer than 1 hour. Mix remaining oil mixture, the tomato, onion, olives, parsley and capers; cover and refrigerate.
2Heat coals or gas grill for direct heat. Remove fish from marinade; reserve marinade. Cover and grill fish 5 to 6 inches from medium heat 10 to 15 minutes, brushing 2 or 3 times with marinade and turning once, until fish flakes easily with fork. Break fish into chunks.
3Cut off top one-third of bread loaf. Hollow out both parts, leaving 1/2-inch-thick crust. Arrange romaine on bottom half of bread. Top with fish. Spoon tomato mixture evenly over fish. Replace top piece of bread. Wrap loaf in plastic wrap or foil and refrigerate 30 to 60 minutes. Unwrap and cut into 4 pieces.