Wash the mackerel, pat dry, and cut 3-4 diagonal slits on each side.
Slice 4 garlic cloves into thin pieces. Finely chop the remaining 4 garlic cloves. Slice the garlic chives into small pieces. Slice 2 lemons, then squeeze the third lemon for juice.
Mix the lemon juice, olive oil, chopped garlic, and half of the garlic chives. Season with salt, pepper, and cayenne pepper.
Place lemon slices, garlic slices, and remaining chives inside each mackerel belly. Pour the marinade over the fish. Refrigerate for 3-4 hours.
Remove the mackerel from the marinade. Grill over medium heat for 20 minutes, turning every 4-5 minutes and brushing with marinade every 3-4 minutes.