This salad is just like a gazpacho, minus the puréeing. Have the vegetables well-chilled before you start to ensure the salad is super-fresh and crunchy. A splash of sherry vinegar cuts through the smokiness of the paprika and the oiliness of the mackerel.
Note Char-grilled capsicum is available from select delicatessens. You can char-grill your own if you prefer.