Remove all bones and place mackerel fillets side by side in a deep dish. Scatter with the dill, bay leaves, horseradish and onion. Cover and refrigerate.
Combine 150ml water with sugar, white wine vinegar and spices in a saucepan and stir over a low heat to dissolve the sugar. Bring to the boil, immediately remove from the heat and allow to cool completely.
Pour the cold marinade over the mackerel, cover the dish with cling film and marinate in the fridge for at least 3 hours (preferably overnight) before serving.
For the alioli, put the saffron powder, garlic granules, egg yolks and lemon juice into a food processor. Blend until thick and smooth. With the motor running, slowly trickle in the oil until mixed. Season well.
Drain the mackerel fillets and place on plates with some of the marinated onion rings and garnish with sprigs of dill. Serve with the alioli, a green salad and slices of toasted focaccia.