How to cook oily fish whilst minimising odour?
My experience is that techniques which cause the oils to become aerosolised, microscopic droplets suspended in the air, are the most problematic.Those techniques tend to be those that use higher temperatures and shorter cooking times.

On that basis I avoid frying fillets of oily fish or cooking them under the grill/broiler. Instead I look for recipes where the fish is cooked more slowly and is enclosed or covered to reduce the degree to which aerosolised particles of oil can circulate in the home.

Techniques include:


poaching
Cooking en-papillote
roasting at lower temperature over a veg base.