Place the skinned mackerel fillets in a food processor. Add the horseradish sauce, Dijon mustard, olive oil, sour cream, lemon juice, capers, parsley, chili powder, salt, and pepper.
0.66 pound skinned mackerel fillets, 1 tablespoon horseradish sauce, 3 teaspoons Dijon mustard, 1 tablespoon olive oil, ¼ cup sour cream, ½ lemon, 1 teaspoon capers, ½ cup fresh parsley, ¼ teaspoon chili powder, 1 teaspoon salt, 1 pinch black pepper