Wow!! There must be about fifty varieties of mackerel (it's a large family) which, for the most part, grill quite well. Spanish mackerel is mild and it helps to use some dried spices when preparing it, to make it a bit more interesting. Pike mackerel also grills, of course, but it is likewise good when braised with some alcohol (sake perhaps) and far eastern herbs and spices and a splash of soy sauce. Norwegians sometimes saute their mackerel and serve it with a diary based sauce.
Be careful not to over cook it.