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Put the mackerel fillets in a bowl with the lemon zest and juice, oil and a pinch of salt. Toss together well.
To make the mayonnaise, put the egg yolks, herbs, mustard and a generous pinch of salt and ground black pepper in a jug and blitz together with a stick blender. Slowly add the oils, a little at a time, in a thin stream, blitzing constantly until the mixture comes together to make a very thick mayonnaise. Add the yoghurt and lemon zest and blitz again. Adjust the seasoning to taste. Spread the herb mayonnaise over two small plates.
Put the mackerel, skin-side up, on a lightly oiled baking tray and use a chef’s blow torch to cook the skin-side only, for about 3 minutes. The mackerel should be lightly browned on the skin-side and just cooked underneath. You can also place the fillets very close to a hot grill for about 1 minute.
Carefully place the fish on the herb mayonnaise, garnish with extra dill and tarragon and serve with warmed sourdough or soda bread.