I learned at an early age to leave large—over 3 pounds—fish unsealed to grill them. The scales form a seal and prevent the outer flesh from burning while the interior steams in its own juices. I learned this similar technique of baking whole unsealed fish in salt in Italy, and I find that it facilitates boning the shad after cooking. You will need a large roasting pan as long and twice as deep as your fish.
Preheat the oven to 400°. Carefully slit the belly of the shad, remove the entrails and discard, and remove the roe sacs and set aside, keeping the outer membranes intact. Slice the cavity lining along the line of the backbone and remove the dark veins. Remove the gills. Gently rinse the fish inside and out with cold water, taking care not to knock off the scales.
Put a layer of rock salt in the bottom of the roasting pan, carefully lay the fish on top of the salt, then slide the roe back inside the cavity. You may pin or truss the belly of the fish closed if it seems that the roe may fall out. Cover the entire fish well with more rock salt and bake for about an hour or until a thermometer poked into the flesh of the fish reads 125°. Immediately remove from the oven.
The salt may have formed a hard crust. If so, simply crack it open and pour off all the salt. Carefully remove the baked fish to a platter or work surface, using spatulas. Open the cavity, carefully remove the perfectly steamed roe, and set it aside to stay warm while you fillet the fish.
With a thin, sharp blade, slice into the skin of the fish along its dorsal (back) edge from the nape to the tail, cutting along both sides of its dorsal fin, then along the edge of the flesh just in back of the head. Slide the tip of the knife under the dorsal edge of the skin just behind the head and lift the skin up. Grab it with your fingers and pull the entire skin off the side of the fish that is up. You may have to pull it off in several pieces.
There is a center strip of dark flesh running down the lateral line of the shad. If you place the tips of your fingers on this dark meat, you can feel the ends of the extra bones, which seem to float in the muscles. Turn the fish around so that its tail is facing you, then, with a spatula, lift up the dark meat from the fish, beginning near the tail and moving the spatula from the dorsal toward the ventral (belly). It will separate from the white meat; it should also pull out a row or two of bones with it. The remaining bones are easily removed as you carve sections of the delicate white flesh from the fish, always slowly pulling the sections of meat away from the fish at an oblique angle to the backbone—with the dorsal sections removed dorsally and the ventral sections ventrally. The bones attached to the backbone will remain on the backbone. The “floating” bones separate muscle sections and are located about ½ inch below and above the backbone. After you finish carving the flesh from one side of the fish, turn it over and repeat the process on the other side. As you carve, remove the servings to warmed plates. Serve with Creamy Grits, the roe, fresh spinach cooked with bacon, and sliced lemons. A lemon butter is optional. You will find that some people will prefer the fish to the roe.
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