Mackerel is underappreciated but overwhelmingly delicious when it's fresh. Buy whole mackerel,then stuff it with sprigs ofthyme and slices of lemon,and crisp it on the grill.
Preheat grill to medium-high (if using a charcoal grill, coals are ready when you can hold your hand 5 inches above grill for just 3 or 4 seconds). Using a sharp knife, make a few slashes in skin on both sides of fish. Open fish like a book. Season inside with salt and pepper, and drizzle with oil. Thinly slice 1 lemon; arrange lemon and thyme sprigs over 1 side of fish. Close fish, and rub oil all over skin.
Grill fish until skin is charred on 1 side, about 10 minutes. Carefully turn fish; cover, and cook until flesh inside is opaque, 10 to 12 minutes. Transfer fish to a platter, and open like a book. Drizzle with oil and juice from remaining lemon.
If you use striped bass instead of mackerel, the cooking time may increase.