Place the cream cheese, mayonnaise and horseradish sauce in a bowl and mix to combine.
Add the spring onions and fennel along with the capers and dill and stir again.
Flake the mackerel fillets, removing the skin and any large bones, add to the cream cheese, mix everything together until you have a rough textured pâté/rillette.
Cut your rolls in half and spread each half with the butter or margarine.
Divide the mackerel rillette between the rolls. Top with the sliced beetroot and a portion of the rocket, followed by a drizzle of the vinaigrette.
Serve on a plate with a handful of mixed leaves, dressed in the remaining vinaigrette.