Pat the horse mackerel fillets dry with paper towels. Season both sides of the fillets evenly with salt and black pepper.
Prepare three shallow dishes. Place flour in the first dish, beaten egg in the second, and panko breadcrumbs in the third.
Dredge each seasoned mackerel fillet first in the flour, shaking off any excess. Then dip it into the beaten egg, ensuring it's fully coated. Finally, press the fillet firmly into the panko breadcrumbs, making sure it's completely covered.
Heat vegetable oil in a deep pot or fryer to 170-180°C (340-355°F). Use a kitchen thermometer to ensure the correct temperature.
Carefully deep-fry the mackerel fillets in batches, ensuring not to overcrowd the pot. Fry until golden brown and cooked through.
Remove the fried mackerel from the oil and place it on a wire rack lined with paper towels to drain excess oil.
Serve the Aji Fry hot with fresh lemon wedges and a generous dollop of tartar sauce.
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