Peel the skin from the mackerel and flake the flesh into a bowl. Add the soft cheese. Halve the lemon, cut one half into 4 wedges and set aside. Remove the zest from the remaining half, chop and add to the bowl along with a good squeeze of lemon juice. Add the chopped parsley and some black pepper. Use a fork to mix all the ingredients together.
To prepare the melba toast toast the bread on both sides and then remove the crusts. Carefully slice across through the middle of each slice to give 6 slices and then cut these from corner to corner to give 12 triangles. Toast these under a grill – they will curl as they toast so take care they don’t burn.
Divide the pate between 4 plates and garnish each with some rocket leaves and a lemon wedge. Serve with the warm toast.