Preheat the oven to 200C/400F/Gas 6.
Season the mackerel with salt and freshly ground black pepper.
Mix the sausagemeat, tarragon and half of the parsley together in a bowl.
Spread the mixture over the cut side of the mackerel, then fold each mackerel in half along the spine. Chill in the fridge.
Meanwhile, cut the puff pastry into four pieces and roll each piece out to a 5mm/¼in thickness.
Wrap each fish in a piece of pastry, leaving the mackerel tail poking out, trim any excess and crimp the edge like a pasty.
Brush the top of the pasties with the beaten egg and bake in the oven for 25-30 minutes, or until the pastry is cooked through and golden-brown.
Mix the cucumber, sugar, vinegar and salt together in a bowl and set aside for five minutes, stir in the remaining parsley.
To serve, toss the watercress with the olive oil and squeeze of lemon juice. Serve the pasties with the watercress and cucumber salad alongside.