Preheat barbecue or grill.
Cut eggplants in 1/2 lengthwise, score and place in a mixing bowl. Add 3 tablespoons olive oil, vinegar, red pepper and oregano and toss to coat. Using kitchen tongs, remove eggplants from the bowl and place on the grill or toast in a dry pan. Cook 5 to 6 minutes on each side, until dark golden brown and lightly charred. Remove from grill or pan and place back in the bowl with the marinade.
Using 3 tablespoons of olive oil, brush mackerel skin with oil and place skin side down onto grill. Cook 5 to 6 minutes on the skin side. Turn carefully, and cook 1 minute on the flesh side. Gently remove mackerel pieces from the grill and place in the center of a large platter.
Place parsley leaves, mint leaves, anchovy and remaining 1 cup olive oil in a blender and chop until smooth. Remove to a serving bowl and add chopped egg, capers, lemon juice, and lemon zest. Season, to taste, with salt. Mix well.
Arrange eggplant pieces around mackerel pieces and drizzle both with sauce. Serve immediately.