Peel the onion and cut in two. From the centre, cut 5-6 very thin slices and set aside. Slice the rest of the onion at normal thickness. Cut the lemon in half and put one half in the fridge for another day. From the centre of the remaining half, cut 6-8 very thin slices and set aside. Remove the rind from the remaining piece of lemon. Peel the carrot, cut 12-15 very thin slices on the diagonal and set aside (you can eat the rest of the carrot raw - it's good for you!!)
Put the wine, water, onion, fennel, lemon rind, peppercorns, bay leaves and a pinch of salt in a pan. Bring to the boil and simmer for 10 minutes. Cool, then strain.
Add the thinly sliced carrot and thinly sliced onion and gently poach the mackerel fillets in this liquid for 6 to 8 minutes. Cool, then strain, reserving half the stock.
Arrange the fish on a serving dish. Mix the reserved stock with the mustard and spoon over the fish. Chill before serving and garnish with parsley and the thinly cut lemon slices. Serve with thick slices of wholemeal bread and a good dry white wine (Chablis or similar).