Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper for easy cleanup.
Trim the woody ends off the asparagus and place them on one side of the baking sheet.
Pat the mackerel fillets dry with a paper towel to ensure the skin gets crispy during baking.
Place the mackerel fillets on the other side of the baking sheet, skin-side down.
Drizzle the olive oil over both the fish and the asparagus, tossing the asparagus gently to coat.
In a small bowl, combine the dried oregano, garlic powder, sea salt, and black pepper.
Evenly sprinkle the herb mixture over the mackerel and the asparagus.
Zest half of the lemon over the fish and then slice that half into thin rounds to place on top of the fillets.
Bake for 12-15 minutes until the mackerel is opaque and flakes easily with a fork, and the asparagus is tender-crisp.
Serve immediately with an extra squeeze of fresh lemon juice if desired.