To make the stuffing, first mix the breadcrumbs, mustard powder, parsley, lemon zest and juice, and capers together in a large mixing bowl.
Now heat the butter in a frying pan and soften the onion in it over a low heat for 10 minutes, before adding it, together with its buttery juices, to the breadcrumb mixture and seasoning everything with salt and freshly milled black pepper.
Now open each herring out flat, and spread a quarter of the stuffing down one side of each one, then fold the other side back to its original shape. Using string, tie a short length in three places around each fish to stop the filling from falling out while the herrings are cooking.
Then put the fish in the buttered baking dish, place a knob of butter on each one and bake near the top of the oven for 15 minutes, basting once with the buttery juice.
See How to bone herrings.
Pre-heat the oven to gas mark 7, 425ºF (220ºC).