Combine egg yolks, vinegar, mustard, sugar, and seasoning in a food processor.
Blend while slowly adding oil until the mixture is thick and smooth.
Mix in crème fraîche and water to reach a soft dropping consistency.
Toast walnuts in a pan over medium-high heat for 4 minutes and cool.
Toss sliced celery, apples, and grapes with lemon juice in a large bowl.
Fold the prepared mayonnaise, walnuts, and celery leaves into the fruit mixture.
Preheat the grill to its highest setting.
Coat mackerel fillets with olive oil, lemon juice, parsley, and seasoning.
Grill mackerel skin-side up on a tray for 3 minutes until crisp.
Serve fish immediately with the salad and lemon wedges.