Preheat the oven to 200°C.
Season the mackerel with salt and freshly ground black pepper.
Mix the sausage meat, chopped tarragon, and half of the parsley in a bowl.
Spread the sausage mixture over the fish, fold them in half, and chill.
Roll the puff pastry out to a 5mm thickness and cut into four pieces.
Wrap each mackerel in pastry with the tail poking out and crimp the edges.
Brush with egg yolk and bake for 25-30 minutes until golden-brown.
Combine the cucumber, sugar, vinegar, and salt, then stir in the remaining parsley.
Toss the watercress with olive oil and lemon juice to serve with the pasties.