Preheat the oven to 350 degrees Fahrenheit or light the grill. Make sure the charcoal is really hot.
Clean and rinse the rhubarb, split them in half and place them in an ovenproof dish. Distribute the remaining ingredients on top of the rhubarb and cover with aluminum foil. Bake in the oven for about 30-35 minutes until the rhubarb is soft and the liquids have become a cloudy sauce.
Quickly heat the mackerel filets on the grill.
Place the mackerel on a serving plate along with the pickled rhubarb. Drizzle with the rhubarb sauce. Garnish with watercress and lettuce shoots.