Preheat barbecue or grill.
Cut eggplants lengthwise in half and place in mixing bowl. Add olive oil, vinegar, red pepper and oregano and toss to coat. Place eggplant on grill and cook 5 to 6 minutes per side until dark golden brown and lightly charred. Remove from grill and place back in bowl with marinade. Brush mackerel skin with olive oil and place skin side down onto grill. Cook 5 to 6 minutes on skin side, turn carefully and cook 1 minute on flesh side. Remove and place in center of round platter.
Place parsley, mint, anchovy and olive oil in blender and chop until smooth. Remove to serving bowl and add chopped egg, capers and lemon juice and zest and mix well.
Arrange eggplant around Mackerel and drizzle with sauce. Serve immediately.