For the dressing, in a small bowl, whisk together the olive oil, lemon zest and juice, honey and ½ the chopped dill; season and set aside.
Halve the fennel bulb, cut out the core, and slice as finely as possible widthways. Arrange on plates with the pea shoots, cucumber and apple.
Flake the mackerel fillets over the top, spoon over the dressing and scatter with the remaining dill to serve.