method
1. Heat the oven to 400°F (200°C )gas mark 6 and butter a deep ovenproof dish. Remove the heads from the fish, clean, gut and bone them. Rinse and pat dry.
2. Slash the skins diagonally with a sharp knife two or three times on each side. Brush with a little oil. Put the herrings in the dish, cover and bake in the oven for about 20 minutes, until the flesh is no longer pinky.
3. Meanwhile, make the sauce. Melt the butter in a saucepan, stir in the flour and cook for a minute. Gradually blend in the milk, stirring. Add the mustard and bring to the boil slowly, stirring until thickened. Season to taste.
4. Serve the herrings garnished with sprigs of parsley and lemon wedges. Serve the sauce separately.
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