If the 'sunflower oil' etc versions of the mackerel are available it also mixes extremely well with those and they can be cheaper than the olive oil tins.
Vegetable/seed oils are not whole foods or naturally stable. They are modern frankenfoods made from leftover agri-waste via industrial chemical processes. Under high heat these oils become highly oxidated and not the kind of stuff you want your body to deal with.
https://en.wikipedia.org/wiki/Template:Smoke_point_of_cookin...
King Mackerel is known to contain a lot of mercury, but that is a different species of Mackerel which is quite large (in general, larger predatory fish have greater concentrations of mercury).
As long as you are eating the tinned Mackerels, the kind which are small like sardines, I don't think you have significant mercury risk. Canned/tinned mackerel and sardines are considered some of the safest and most sustainable fish you can consume.
https://www.csu.edu/cerc/researchreports/documents/MercuryFa...
For example: https://www.amazon.com/Season-Skinless-Boneless-Fillets-Mack...