Pat the horse mackerel fillets dry with paper towels and remove any small bones. Sprinkle both sides with herb salt and lightly coat with flour.

Mix the egg, salt, and grated cheese in a shallow dish to create the egg mixture. Coat the horse mackerel fillets in the mixture.

Heat olive oil in a frying pan over medium heat. Place the fillets skin-side down and cook until golden brown. Flip the fillets and pour any remaining egg mixture into the pan. Cook until golden brown on the other side, then cover and steam on low heat for about 3 minutes until fully cooked.