This assumes you have a couple of pounds of 'em, otherwise adjust accordingly.
Rub:
1 T. each dry mustard, (toasted) fennel seeds & (toasted) coriander seeds
1.5 T. white peppercorns (black will work)
1 t. each cinnamon, turmeric & ancho (cayenne or chipotle work also) powder
2 T. coarse sea salt (Kosher salt is OK)
Mackerel, 2 lb., cut into 4 portions +/- 1.75" thick. (No need to be hyper-precise)
3 T. peanut oil (you can use corn oil if you have an issue w. peanut...I like peanut.)
1/2 lb. fresh plum tomatoes, halved the long way and seeded
2 fennel bulbs, de-fronded, and sliced lengthwise into 5-6 planks each, making sure each plank has a bit of the root end to hold it together.
Throw the seeds and peppercorns into a coffee grinder and zap them until they are powdered. Add the rest of "dry" seasonings and zap to combine.
Coat the fish with the peanut oil l-i-g-h-t-l-y and then sprinkle the rub. I like a modest amount of coverage, but you may like more or less. I think mackerel is an assertive enough fish that it can stand it. You do whatever you prefer.
Grill the fish over a medium fire for +/- 6 or 7 per side, until JUST underdone, the carryover heat will finish it off. If you wait until it's done, it will be overdone by the time you apply fork thereto.
Halfway through the grilling on the 2nd side, put on your fennel planks and a minute later, your tomato halves. (Normally, I stick a whole mess of halved/seeded plum tomatoes in my WSM after I take out the whatever I've just cooked, and let them roast/smoke slowly so as not to waste that smoky goodness. Then I'd used those.)
You just want the tomatoes softened and both them and the fennel planks lightly charred. Put the fennel on the plate, then the fish and then the tomatoes.
A drizzle of EVOO or tapenade wouldn't be a bad addition, either. You might also want to add some citrus -- maybe not lime, as that can sometimes go bitter on you -- peel to the rub.
(This recipe also works well w. bluefish or kingfish...but all of these must be VERY fresh.)