1. Chopped fresh herbs (a mixture of chives, thyme, sage and marjoram)
2. Preheat the oven to moderate 180°C (Gas Mark 4, 350°F).
3. Grease two large pieces of aluminium foil with the oil. Lay one mackerel on each piece of foil and sprinkle over the lemon juice. Wrap the fish loosely in the foil, envelope fashion, so that it is completely enclosed, but allowing it some room to 'breathe'. Place the fish parcels in the oven and bake for 20 minutes, or until the fish flesh flakes easily.
4. Meanwhile, prepare the sauce. Cream the butter with a wooden spoon until it is soft and set aside.
5. Beat the mustard, egg yolks, vinegar and seasoning together until they are well blended. Gradually add the egg yolk mixture to the butter, beating until they are combined and the sauce is smooth and thick. Stir in the herbs. Spoon the sauce into a sauceboat and chill in the refrigerator.
6. Remove the mackerel parcels from the oven and open carefully. Pour the cooking juices into a bowl and reserve.
7. Remove the skin from the mackerel by scraping it off with the point of a knife, being careful not to break the flesh. Cut each fish into four fillets and remove the bones. Arrange the fillets on a shallow serving dish. Strain the reserved cooking juices over the fillets and allow to cool to room temperature. Chill in the refrigerator for 2 hours.
8. Serve cold, accompanied by the mustard sauce.