The secret to successful mackerel cookery is to not overcook. Whichever of the following cooking methods you choose, your mackerel will be cooked when its flesh becomes opaque but still moist, and can easily be pierced with a fork. To tone down strong-tasting mackerel, marinate in a citrus or vinegar marinade for 15 to 30 minutes.
Place mackerel in a greased baking dish, or wrap in oiled foil and place on a baking sheet. Brush with melted butter or oil and season with salt and pepper, or cover with a piquant sauce. Bake in a preheated 450°F (230°C) oven until done, about 10 minutes per inch of thickness.
Rinse mackerel fillets or steaks and pat dry with a paper towel. Coat with flour, crumbs, or cornmeal, if desired. Place fish on a rack above a baking dish, and brush with melted butter or oil. Preheat broiler and adjust oven rack so the fish is 3 to 4 inches (about 7.6 to 10cm) from the element. Broil, turning once, until fish is opaque but still moist in the center, about 3 to 10 minutes, depending on size of the fish.
Place fillets or steaks on perforated aluminum foil, 4 to 6 inches (about 10 to 15cm) above prepared coals or fire. Baste with butter, oil, or marinade, and close the hood of the grill. Cook until fish is opaque and moist on the inside, about 6 to 8 minutes for fish less than 1-inch (2.5 cm) thick, and 10 to 15 minutes for fish larger than 1-inch (2.5cm) thick.
Coat mackerel with seasoned flour, crumbs, or cornmeal. Shake off any extra coating and fry in a small amount of hot butter or oil, turning once halfway through cooking time. Cook until opaque and moist on the inside, 4 to 8 minutes.
Bring poaching liquid, consisting of water, broth, and herbs and spices, to a simmer. Slip in the mackerel, then cover pan and keep liquid at a simmer for about 8 minutes per inch (2.5cm) of thickness.