Serve this relish with grilled meat or fish kebabs. Try replacing some of the lemon with lime or orange segments for a mixed citrus relish.
Trim away peel and white pith from lemons. Working over a bowl to catch the juices, slice between sections and membranes of lemon; remove segments whole. Place each segment in bowl as completed. Cut segments in half. Set aside.
Combine lemon oil and red onion in a medium saute pan. Set over medium-low heat, and cook, stirring, until onions are translucent, about 4 minutes. Add sugar, and cook until sugar melts, about 30 seconds. Set aside, and let cool 5 minutes.
Transfer onion mixture to a medium bowl. Add lemons, olives, salt, pepper, and cilantro. Mix carefully, trying not to break up lemon sections too much. Let stand at least 30 minutes before serving. Serve chilled or at room temperature.