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Finely crush the peppercorns and coriander seeds together using a pestle and mortar. Grate the zest from half an orange and mix into the pepper mixture with half the chopped chilli. Lightly slash the skin of the mackerel and press the zesty, peppery mixture onto the fish. Heat the grill.
For the salad, segment the oranges. First slice the top and bottom off each orange, then cut away the peel and any white pith using a small, sharp knife. Holding each orange over a bowl to catch all the juice, cut down either side of each segment to release it, then squeeze the shells to release any extra juice. Measure 4 tbsp of this juice into a small bowl and mix with the mustard, honey and remaining chilli.
Grill the mackerel, skin-side up, for 4 mins or until crisp and cooked through. Meanwhile, divide the salad leaves between 4 plates and scatter with the orange segments and sliced shallot. Drizzle with the chilli orange dressing and top with the grilled mackerel.