Google the healthiest fish to eat....you'll be pleasantly surprised.
We fry em' up in a pan (
I know, not the healthiest way) but we absolutely love them! With some boiled potatoes, or yams, dad's special garlic sauce and pickled onions.
When I'm in the mood, I'll bake or boil them (the larger ones), pick them clean...and make omelets or patties baked in the oven.
I can't say I agree with "a step up from bluefish" though...unless they're snapper sized, I don't care for bluefish...but having had eaten mackerel my entire life, perhaps I'm being a bit biased.
Similar to baked stuffed-lobster that's stuffed with lobster stuffing, I also make baked stuffed mackerel with mackerel stuffing....but you have to have a lot of time/patience on your hands....lotta bones to remove if you're not careful.