Preheat barbecue to 300°F (150°C). Filet mackerel. Place a piece of foil (with the edges rolled) on the grill. Put the butter on the foil and let it melt. Place mackerel fillets on the foil, skin side down; season with salt and pepper. Close the lid and cook, about 5 to 10 minutes or until the meat is just opaque all the way through. Serve hot with a wedge of lemon.
Alternatively—for a more grilled flavour—place seasoned mackerel fillets directly on a hot grill in the flames, searing quickly on both sides until meat is just opaque all the way through. Serve with lemon wedges.