method
1. Scale the herrings, cut off the heads and remove the bones. Sprinkle the flesh with the lemon juice and season with plenty of salt and pepper. Grill under moderate heat for 3-5 minutes on each side. Transfer to a warmed serving dish and keep hot.
2. Combine the mustard and egg yolks in the top of a double saucepan, place over hot water and whisk until creamy. Add the butter, a small piece at a time, whisking well after each addition.
3. When the sauce thickens, remove the pan from the heat and stir in the cream, capers and gherkin. Add salt and pepper to taste, pour into a sauceboat and serve with the fish.