First make the sticky sauce. Place all ingredients in a non-reactive saucepan and bring slowly to the boil. Simmer for 5 minutes then allow to cool. Set aside until needed.
Preheat the oven to 180°C/350°F/gas 4. Make small cuts along both sides of the mackerel and season inside and outside the fish. Heat some olive oil in a frying pan until smoking then char each side of the fish for a few minutes.
Transfer the mackerel to a roasting dish and put in the preheated oven.
Mix the ingredients together for the sticky sauce.
After about 10 minutes take out the fish and paint the sticky sauce across the top of the fish. Return to the oven for a further 5 minutes until the sauce looks thick and sticky. Serve immediately.