Salt and dredge the mackerel in flour. Shake off any excess flour and cook lightly skin-side down in a little olive oil for a couple of minutes, taking care not to overdo them. Arrange in a saucepan or deep dish.
Use the same pan and oil to cook the sliced onion and garlic and carrot sticks. Add a few crushed peppercorns, the bay leaf, finely sliced orange peel (remove any pith), orange juice, vinegar and olive oil. Bring to the boil for a couple of minutes, add the sweet paprika and pour over the mackerel.
Marinate for at least 24 hours.