Drizzle the cleaned mackerel inside and out with lemon juice. Let it steep for 10 minutes, then season with salt and pepper. For the filling, finely chop the onions, cut the paprika into strips, peel and dice the tomatoes, finely chop the garlic clove and mash with salt. Cut the olives into slices. Mix all ingredients and season with cayenne pepper and salt.
Place 1 bay leaf in each of the mackerel and then spread the filling over the fish. Cover the opening with toothpicks and place the mackerel in a greased, fire-proof dish. Pour white wine over it and sprinkle with parmesan cheese. Cook in a preheated oven (electric stove 200 degrees, gas control level 3) for about 20 minutes.