Open-Faced Shad Roe Toast with Chipotle Chili–bacon Mayonnaise

Planked shad (fillets nailed onto planks that are propped up near open fires) is one of the great fish dishes of the world. But does anyone outside of expensive New York fish stores sell the fillets without the billions of bones? Unless I am at a Connecticut shad festival, I settle for the roe.

I like to cook them this way and finish them on a wood-fired grill (or under the broiler).