Mix ½ tablespoon of Cajun seasoning with the oats and the other half with the flour. Coat the mackerel in the flour, then dip in egg, and then coat in oats.
Shallow/light fry mackerel in saucepan in vegetable or ground nut oil until golden. Blend the sauce ingredients. Serve with the mackerel as a dipping sauce or drizzle over fish.