Rinse the fish and pat it dry. Remove the heads from the mackerel (you can leave them on the sea bass) and make 3–4 shallow cuts on each side. Cut the lemon in half and slice each half into thin pieces, keeping the zest. Finely chop the dill.

Mix the mustard, dill, and lemon slices, then season with salt and freshly ground black pepper. Rub the fish thoroughly with the marinade, stuff the cavity, and press some of the mixture into the cuts. Let the fish marinate for about 15–20 minutes to absorb the flavors.

Preheat the oven or grill, lightly brush the fish with olive oil, and cook for about 20–25 minutes until golden and juicy. Serve hot, optionally with extra lemon on the side.