Heat grill to medium (about 375°). Cook lettuce leaves 2 or 3 at a time in a pot of boiling water until ribs are flexible, 1 1/2 to 3 minutes; as done, transfer to a bowl of ice water. Lay leaves flat with smooth sides up on kitchen towels and pat dry.
Spread the 8 largest leaves with tapenade. Cut fish into 8 pieces, each about 2 1/2 in. wide; set 1 at base of each leaf. If leaf isn't big enough to enclose fish, overlap leaf with another. Roll up each bundle from base, folding in sides (gently crack lettuce ribs if needed). Brush bundles with oil. Discard any extra leaves.
Grill, turning once, until fish is just opaque, 8 minutes. Serve with lemon.