Preheat the oven to 200°C.
Cut the lemon into thin slices.
Rub the mackerel with some oil then season with salt and pepper well. Put a few lemon slices and some herbs into the cavity of each fish.
Lay the rest of the lemon slices in a large baking tray and put the mackerel on top.
Scatter the padron peppers around them. Drizzle with some oil.
Cover with foil, then bake in the oven for 15 minutes.
Turn the fish and peppers over and bake for another 5-10 minutes, without foil.
Serve warm with side dishes of your choice.