I bought a whole frozen mackerel at the grocery store because it was the only way to buy it. How do I prep it for cooking though? It's seriously whole, guts and all.
Defrost it in the fridge, then gut and clean the fish. Then you can cook it any number of ways, but I'd recommend roasting it whole. Stuff the stomach cavity with lemon and herbs. Oil and season the fish, and roast it at 375 degrees.
Good luck with it. Mackerel doesn't freeze very well, and not gutting them before freezing won't help the taste. But Amanda's approach sounds good. Grilling is another possibility if you're into the grill.