Whisk together the olive oil, garlic, rosemary, thyme, lemon juice, salt, and pepper. The mixture should smell bright and fragrant, with bits of herbs suspended throughout the oil.

Rinse the whole mackerel and pat them very dry with paper towels. Using a sharp knife, make three shallow diagonal cuts on each side of the fish. These slashes help the marinade season the flesh more evenly.

Rub the herb mixture inside the cavities, into the cuts, and all over the skin. Tuck lemon slices along with rosemary and thyme sprigs inside each fish. Refrigerate for 30 minutes to allow the flavors to settle into the flesh.

Preheat the grill to medium-high heat, around 400°F. Remove the fish from the refrigerator about 10 minutes before cooking so they lose some of their chill.

Place each fish in the center of a sheet of heavy-duty foil. Spoon any remaining marinade over the top. Fold and seal the packets tightly around the edges, leaving some room inside so steam can circulate while cooking.

Place the packets on the grill and close the lid. Cook for 15 minutes, then carefully turn the packets and continue cooking for another 12 to 15 minutes. The packets may puff slightly as steam builds inside.

Open one packet carefully, directing the steam away from yourself. The flesh should appear opaque and separate easily with a fork. If it still looks shiny near the backbone, reseal the packet and cook a few minutes longer.

Allow the packets to rest for 3 to 5 minutes before opening completely. Transfer the fish to plates and spoon the fragrant juices from the bottom of the foil over the top before serving.