Trim off excess membranes. Do not split the pair of roe in half although it may separate as it cooks. Puncture the roe in several places with a pin. Sprinkle with salt and pepper to taste.
Melt the butter in small skillet or casserole with a tight-fitting lid. Add the roe, cover, and let cook over gentle heat about 3 minutes. Using a spatula, carefully turn the roe. Cover and let simmer 8 or 10 minutes on the second side.
If roe has not split, divide it carefully. Transfer the pieces to 2 hot serving plates. Spoon a little butter over each. Sprinkle with parsley and serve with lemon wedges.