Roast the peppers on the fire or in an oven. For fire method, see this: http://allrecipes.co.in/recipe/1583/roasted-capsicum-salad.aspx
For oven, preheat the oven to 200 C. Place the peppers, garlic and onion in a tin. Drizzle with a tablespoon of oil and roast for 45 minutes. Place the peppers in a bowl, cover with a chhalni and leave to cool. When cool enough to handle, peel and cut into strips.
Place the mackerel fillets on a baking sheet and drizzle with a little oil. Bake for 10 minutes or until cooked. Leave to cool.
Place the mackerel, peppers, garlic and onions into a large bowl. Add the bay leaf and remaining oil and season. Refrigerate for an hour until ready to serve.