Season the fish with salt and pepper.
Grill the mackerel in butter and oil for about 5 to 7 minutes on each side.
Put it in a plate and brush with the hickory sauce.
Sauce: Mix all the ingredients for the sauce and season with salt and pepper.
The Avocado: Slice the avocado into pieces and mix with the sliced onion and other ingredients. Season with salt and pepper.
To assemble the sandwich: Bread on the bottom, then sauce, avocado, lettuce and of course top with the mackerel.