Whisk together the wine, lemon juice, olive oil and rosemary in a small shallow baking dish. Add the halibut and turn to coat. Marinate in the refrigerator for 1 hour, turning once. Preheat grill. Remove fish from marinade and season with salt and pepper to taste. Grill the steaks for 3 to 4 minutes on each side or to desired doneness.
For the Mustard Dill Sauce
In a small bowl, combine the yogurt, mayonnaise, dill and mustard; cover and refrigerate. Sprinkle halibut with salt and pepper. Using long-handled tongs, moisten a paper towel with cooking oil and lightly coat the grill rack. Grill halibut, over medium heat or broil 4 in. from the heat for 4-6 minutes on each side or until fish flakes easily with a fork.