Preheat the oven to 450F. Use a very sharp knife to cut a slit in the fish that enlarges the opening where the fish was cleaned.
Slice half of the lemon thinly. Cut the other half of the lemon in 2 pieces. Do the same with the grapefruit.
Stuff the fish with the citrus slices, garlic cloves, pats of butter, and the rosemary sprigs. Arrange the fish on a baking sheet covered in parchment paper. Set the citrus wedges on the pan with the fish, and sprinkle the whole fish with salt.
Roast the fish for 20-30 minutes until the eye is opaque and the fish is firm and flaky. Gently remove pieces of fish using a spatula. Squirt the fish with lemon and grapefruit juice from the roasted pieces, and sprinkle with a little extra salt.
Serve the mackerel with your favorite side dishes!