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Put the chillies, shallots, garlic cloves, ginger, lemongrass, paprika, lime zest and juice and 1 tbsp water into a small food processor and blitz to a smooth paste.
Heat oven to 200C/180C fan/gas 6. Put the sweet potato in a large roasting tin and toss with the oil. Add the curry paste, peppers and lime leaves and roast for 35-40 mins until the potato is tender. Heat the grill to high.
Slash the mackerel skin a few times with a sharp knife. Arrange the fish over the veg, skin-side up, then grill for 4-5 mins until the skin is blistered and the flesh is cooked through.
Scatter over the spring onions, coriander and extra chillies, then squeeze over the lime wedges. Serve with the steamed broccoli.