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1
Place all of the ingredients in a small, nonreactive bowl and stir to combine; set aside.
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2
Heat a grill pan or outdoor grill to medium high (about 375 degrees F to 425 degrees F).
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3
Meanwhile, brush the tomatoes and fennel all over with half of the measured olive oil and season with salt and pepper; set aside.
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4
When the grill is ready, place the tomatoes and fennel on the grill and cook uncovered until grill marks form, about 3 to 4 minutes.
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5
Flip the vegetables and cook until grill marks appear on the other side, about 3 to 4 minutes more.
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6
Remove to a cutting board.
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7
When the vegetables are cool enough to handle, cut and discard the cores from the fennel.
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8
Chop both the fennel and tomatoes into 1-1/2-inch pieces and place in a medium saucepan.
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9
Add the fish broth or clam juice, garlic, and saffron and stir to combine.
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10
Bring to a boil over medium-high heat.
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11
Reduce the heat to medium low and simmer until the vegetables have softened, about 20 minutes.
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12
Keep warm while you grill the fish.
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13
(If youre using a grill pan, use several layers of paper towel to wipe the pan clean before grilling the fish.)
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14
Heat the grill to medium high.
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15
Rub the grates with a towel dipped in olive oil.
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16
Pat the mackerel fillets dry with paper towels.
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17
Brush both sides with the remaining measured olive oil and season both sides with salt and pepper.
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18
Place the fillets on the grill skin-side down and cook until grill marks appear, about 2 to 3 minutes.
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19
Flip the fillets with a flat spatula and cook until grill marks appear on the other side and the fish is cooked through, about 2 minutes more.
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20
Remove the fillets to a plate and tent with foil.
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21
Add the parsley to the warm tomato-fennel mixture and stir to combine.
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22
Taste and season with salt and pepper as needed.
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23
Divide the tomato-fennel mixture among 4 rimmed serving plates or shallow bowls and top each serving with a piece of mackerel.
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24
Top the fish with about 1 tablespoon of the tapenade (you will have some left over), sprinkle with the caperberries or capers, and serve immediately.