Season the flour with salt and pepper. Beat the egg with the milk and the mustard. Rinse and dry the herring fillets. Dip into the beaten egg mixture and then in the seasoned flour.
Melt the butter in a large frying pan and fry the fillets over a moderate heat for 3—4 minutes on either side and until a light golden brown.
Meanwhile, to make the sauce, whisk together all the ingredients, except the chives, and taste for seasoning. Add the chives just before serving, with the herring.
© 1999 Jennifer Paterson and Clarissa Dickson Wright estate. All rights reserved.