Place the peppers, garlic and onion in a roasting tin. Drizzle with a tablespoon of oil and roast for 45 minutes. Place the peppers in a bowl, cover with cling film and leave to cool. When cool enough to handle peel the vegetables and cut into strips.
Place the mackerel fillets on a baking sheet and drizzle with a little oil. Bake for 10 minutes or until cooked. Leave to cool.
Place the mackerel, peppers, garlic and onions into a large bowl. Add the bay leaf and remaining oil and season. Refrigerate for an hour until ready to serve.