If you ever plan on BBQing them keep them whole, washed and gutted of course and score the skin sides a few times either side.
Crush 2 garlic cloves, finely chop 6 fresh bay leaves, 1 tbsp of olive oil, 1 tsp of honey, 1 tsp of lemon juice, couple of turns of the salt and pepper mill.
Stuff the cavity with a quarter lemon a couple of whole bay leaves and garlic clove, poke some cocktail sticks through to hold it together.
Marinade the mackerel and leave for an hour.
Simply put on the BBQ for 5 minutes each side, if you don't have the fish grill to turn it, you can always wrap it in tin foil and it'll steam and taste the same, but with the fish grill it has a nice crunch. :calim:
Of course you can do this on a grill or in the oven aswell, just adjust cooking times.