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).
Mix the mayonnaise, lime juice, and chipotle puree.
Season the roes and wrap each piece with two strips of bacon. Stick the bay leaves and a sprig of fresh thyme under the bacon on each side of the roe.
In a casserole just large enough to hold the roes side by side, heat the clarified butter and sear the roes on both sides for 1 minute each. Turn down the heat, cover, and cook for 5 minutes. Turning once.
Take the roes out of the pan. Remove the bacon, and broil for 1 minute on each side until crisp. Then chop the bacon and mix it into the mayonnaise.
Grill or broil (high heat) the roes on each side for 2 minutes and serve, sprinkled with the parsley and lemon zest, with the mayonnaise on the side.
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