Clean the mackerel from inside, wash it well. Put the fish into plastic container, put salt, thyme and pepper, put fresh coriander inside of belly.
Prepare marinade: Squeeze juice of grapefruit, orange and lemon, add white wine, cognac, vinegar, water and olive oil. Pour marinade into the container with mackerel and leave to marinate for several hours.
After several hours take out the fish, cut it along the bone and prepare filet taking out the bone not to cut off the head and tail. If you like you may stuff mackerel with lemon or with cod roe.
Preheat oven to 220C put slice of garlic inside and outside of the fish and a spring of fresh thyme. Sprinkle with olive oil, wrap with baking paper and bake for 25min.