Preheat the oven to 425F (220C).
Put the mackerel on a lightly greased baking tray.
I like to lay mine on a bed of bay leaves.
Make several shallow diagonal cuts in one side, using a sharp chef's knife.
Stuff the cuts and inside the fish with lemon slices and add salt and black pepper.
You can also add fresh herbs if you like (I suggest fresh rosemary).
Drizzle oil on top then roast in the oven for 20 minutes or until the skin is crisp and golden.
Serve this baked mackerel with lemon slices hot from the oven, with your preferred choice of sides.