Ask your fishmonger to gut the herrings through the gills, placing the roe back into the fish. Wipe them dry, and slit the surface in 2 or 3 places, rub with a little oil and place on the roasting pan. Preheat the grill for 15 to 20 minutes, gently broil leaving the oven door open. As soon as the top starts to brown, turn the herrings over immediately to prevent them from breaking . Brown the second side a little longer and season with salt and pepper towards the end of the cooking. Herrings grilled in this way give out very little odour, and loose their excess fat in the roasting pan. Grill slowly so that the roe can also be cooked. For the sorrel sauce, thinly chop the shallots and gently sweat in butter, without coloring. Add the flour before it starts to color. Put the juice of 1/2 a lemon into the cream and add to the shallots. Pour a little hot water into the sauce, making a light veloutÄ. Season with salt and pepper and add a few drops of lemon juice if necessary. When ready to serve, take off the stove. To make a Julienne, add the egg yolk, diluted in a few tablespoons of sauce with the sorrel leaves cut into thin strips. Bring to a boil and serve in a sauce boat.