Halve the cherries and discard the stones. Put the cherries into a small saucepan with the rest of the ingredients and season. Partially cover the pan with a lid and simmer for 5-10 mins as the fruit collapses and the liquid reduces. Crush the fruit with a potato masher if you want to give the cherries a helping hand. It is ready when the consistency of a nice mix of still-visible fruit and juices just running.
Take the lid off to reduce the liquid more if needed. Check the seasoning.
Preheat the oven to 200C. Slash the skins of four gutted mackerel, rub with olive oil and salt, then stuff sprigs of thyme into the body of the fish. Bake for 20 mins and serve with the cherry sauce.