Preheat the oven to 200C/180C Fan/Gas 6 and heat a griddle pan.
Brush the mackerel with oil and season with salt and pepper. Place on the hot griddle and cook briefly on both sides. Finish them in the oven for 2-3 minutes.
For the butternut squash, heat a large frying pan and add the oil. Once hot, add the garlic and shallot and cook for 2-3 minutes. Add the squash and star anise and cook for a further minute. Pour in the chicken stock and season with salt and pepper. Cook for 4-5 minutes or until the squash is tender.
For the salad, drain the fennel and add to a large bowl with the Little Gem and chicory.
For the dressing, blend the egg yolks, mustard and lemon juice in a food processor. With the motor running, gradually add the oil until the dressing emulsifies. Season with salt and pepper, to taste.
Pour the dressing over the salad leaves and mix to combine.
To serve, add the sesame seeds and fresh parsley to the squash and place on serving plates topped with the mackerel. Serve the salad on the side.