1. Grease an ovenproof dish and a piece of foil large enough to cover it. Set the oven at 190°C/375°F/gas 5. Spread out the flour in a shallow bowl, add the mackerel fillets and coat well on all sides. Shake off excess flour.
2. Arrange the floured fish in the prepared dish and sprinkle with the parsley. Dot with the butter and sprinkle with salt and pepper. Cover loosely with the greased foil and bake for 20 minutes.
3. Using a slotted spoon and a fish slice, carefully transfer the fish to a warmed serving dish and keep hot. Tip the cooking liquid into a small saucepan.
4. Mix the egg yolks, milk and soured cream together and add to the cooking liquid in the pan. Heat very gently, stirring until the mixture thickens. Do not allow it to boil. Pour the sauce over the fish and serve at once.