Lay the slices side by side in a way that each slightly overlaps the other. The strips should form two flat sheets of zucchini about the width of the length of the halibut filets. Spray each "sheet" lightly with olive oil and then sprinkle the tarragon over them.

Place the halibut filets at the "base" of the sheets with the strips running perpendicular to the fish filets. Roll the fish into the sheets. The zucchini should fold around the fish about 1 1/2 times. When done, the two "tails" of the zucchini sheet should be on the bottom of the roll so that they are held in place.

Place the wrapped fish in a steamer basket and place in the fridge. Prepare the steamer with water on the stove.

Place the olive oil in a small skillet over medium heat. Add the shallots, almonds and prosciutto. Cook slowly, stirring frequently, until the shallots begin to soften. Add the capers and caper juice. Cook for another two or three minutes and add the white wine and cherry tomatoes.

Cook for about 5 minutes, mashing the tomatoes with a spoon until they are well softened. If the sauce needs more liquid, add a small amount of water a tablespoon at a time. When the tomatoes are cooked, add the butter.

Place the steamer basket over high heat and cook the zucchini wrapped fish until it is done. This is about 8-10 minutes at full steam and the internal temperature of the fish will be about 140°F.

Serve the fish topped with the sauce.