To make the bag you're going to need a large sheet of baking paper and a stapler. Fold the sheet in 2, fold in the opposing open sides and staple them in several places.
Clean the fish and cut them in 2 horizontally, salt them to taste, sprinkle black pepper, rosemary and freshly squeezed lemon juice. Leave them aside while you prepare the vegetables.
Put them in a bowl, add the finely grated garlic cloves, chopped parsley, washed and chopped into strips peppers and the oil. Salt to taste and stir well.
Put the paper bag you made into a tray, smear its insides - top and bottom - with the soft butter. Place it lying flat and first arrange the mixed veggies, then the 4 pieces of mackerel on top of them.
Close the bag - fold the paper along the opening inward, staple it.
Pierce the bag in several spots on top with a needle and place the tray in a preheated 392°F (200 °C) oven to bake for 40 min.