How to Make It
In a medium bowl, whisk the egg yolk, mustard, vinegar and sugar. Gradually whisk in the sunflower oil; as the mayonnaise starts to emulsify, add the oil in a thin stream, whisking constantly, until thickened. Stir in the dill and season with salt and pepper.
Light a grill or preheat a grill pan. In a bowl, whisk the olive oil with the garlic, rosemary and lemon zest. Brush the mixture over the mackerel fillets; season with salt and pepper.
Grill the fillets skin side down over high heat until the skin is nicely charred, about 2 minutes. Turn the fillets and grill until just cooked through, about 2 minutes longer. Serve the mackerel with the mustard-dill mayonnaise.
Instead of making the mayonnaise from scratch, you can mix 1/2 cup prepared mayonnaise with the mustard, sugar and dill.