Heat oil in small saucepan over medium-high heat. Add shallots and garlic, saute until soft. Add sherry, basil and vegetable broth, stirring constantly. Bring to a low simmer for 5 minutes.
Add blue cheese crumbles and heavy cream. Stir until sauce thickens. Season with fine sea salt and freshly cracked pepper. Set aside, keeping warm.
Crust top side of mahi mahi fillets with ground black pepper, packing tightly.
Heat a large skillet with olive oil over medium-high heat. When hot, add fillets, crusted side down. Cook for 3-4 minutes. Carefully turn with spatula. Continue to cook on the other side for 3-4 minutes, or until fish is fully cooked, opaque white and flaky.
Plate fish, top with sherry blue cheese sauce and finish with Hawaiian Red Salt or other coarse sea salt.
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