Plus: More Seafood Recipes and Tips
Preheat the oven to 350° and position a rack in the center.
Season the mackerel on both sides with salt and pepper. Skewer 4 mackerel pieces on each fennel branch, or bamboo skewers. Lightly brush the mackerel on all sides with 2 tablespoons of the olive oil. Heat a large nonstick skillet over high heat. Add the skewers to the skillet and sear on each side for 30 seconds. Transfer the skewers to a deep ovenproof dish, making sure they do not overlap.
On a work surface, spread a 10-inch square of 4-ply cheesecloth. Place 3 cilantro sprigs, the parsley, thyme, tarragon, bay leaf, fennel seeds, coriander seeds and peppercorns in the center of the square. Gather the square into a neat bundle and secure the bouquet garni with kitchen string.
Wipe the inside of the skillet clean and heat 3 tablespoons of the olive oil over moderately low heat. Add the carrot, onion, celery, fennel and garlic and cook, stirring, for 2 minutes. Pour in the sherry vinegar and reduce until nearly all of the liquid has evaporated. Add the white wine, bouquet garni and sugar and season with salt and pepper. Cook for 2 minutes, then stir in the ketchup. Pour in the remaining 1/2 cup plus 3 tablespoons of olive oil and cook for several minutes more, until the vegetables are still slightly crunchy. Pour the hot marinade over the mackerel, transfer to the oven and bake for 3 to 4 minutes. Remove from the oven and cool to room temperature.
Discard the bouquet garni and garlic and stir in the tomato. Drain the mackerel and vegetables, reserving the marinade. Pour the marinade into a blender and process until emulsified. Season the marinade with salt, pepper and Tabasco. Pour the marinade over the mackerel and vegetables and sprinkle the chives and the leaves from the remaining 2 sprigs of cilantro over the top; serve immediately.
Fennel branches can be purchased through Chef Connection.