In a bowl, combine the lemon juice, lemongrass, garlic, ginger, jalapeno, onion, cilantro and coconut milk. Mix well and season with salt and pepper. This mix can be made ahead of time and brought in a resealable plastic bag. Season the mackerel with salt and pepper. Place the mackerel into the marinade and marinate for 15 minutes. Remove the fish from the marinade and place on the grill, skin side up. Grill for 4 minutes per side, basting often with the marinade.