First of all make the marinade in a saucepan by combining the vinegar, spices, chilli, bay leaves and sugar with 5 fl oz (150 ml) water.
Bring to boiling point, then simmer very gently for 5 minutes. Remove from the heat and leave until cold. Next, sprinkle the herrings with the salt and let them drain in a colander for about 3 hours. After that, rinse off the salt and dry off any excess moisture with kitchen paper.
Now cut each dill pickle in three lengthways, spread the filleted side of each fish thinly with mustard and place a piece of dill gherkin and some slices of onion horizontally at what was the head end of each fillet. Then roll up the fillets from the head to the tail end - the skin being on the outside - and secure each roll with a cocktail stick. Pack them into an oval casserole or dish and sprinkle the remaining onion on top.
Pour over the marinade, cover the dish, and put it in the lowest part of the fridge. The herrings will not be ready for serving for at least 48 hours and, in fact, they will keep well for at least a week.