Slash the mackerel 2 or 3 times on each side with a sharp knife. Rub in the salt and chilli powder and set aside for 30 minutes.
Make the spice paste by blending all the ingredients together in a food processor or blender. Cover both sides of each fish with the spice paste, insert a stalk of lemongrass through the mouth and set aside for another 30 minutes.
Place the fish on a baking tray and cook in an oven preheated to 180°C/350°F/Gas Mark 4 for 12–15 minutes, turning them over once half way through the cooking time.
Serve with the lemon wedges.