1. Put the vinegar, sugar, sea salt, juniper berries, mustard seeds, peppercorns, bay leaf and 150ml water in a small pan and bring to the boil. Simmer until the sugar has dissolved, about 3 mins, then infuse for 10 mins.
2. Put the gooseberries and cucumber ribbons in a jar, add the bay leaf from the pan and pour over the pickling mixture. Seal with a lid and allow to pickle for at least two hours.
3. Lay the mackerel pieces on a plate, skin-side down, and sprinkle with the sea salt. Allow to come to room temperature while you finish making the sauce. Heat the olive oil and fennel seeds, add the onion, apple, garlic and chilli, season and cook for 8-10 mins, stirring, until the onion is soft and aromatic.
4. Drain the gooseberries and cucumber, reserving the pickling liquor. Set aside the cucumber and some of the gooseberries. Slice the rest of the gooseberries and add to the onion and apple mix, along with the brown sugar and 1 tbsp of the pickling juice. Stir until the gooseberries have broken down and the liquid has evaporated, about 10 mins. Blend to a smooth consistency, then leave to cool. Once cool, mix the saucethrough the yogurt.
5. Heat grill to its highest heat. Submerge the mackerel pieces in the reserved pickling liquor, then put on a baking sheet or grill pan, skin-side up. Grill the mackerel for 2-4 mins until the fish is just cooked through.
6. Divide the sauce between two plates and top with the reserved pickled cucumber and gooseberries. Put the mackerel pieces on top and garnish with dill.