Place one fish at a time on a board, cut-side down and opened out. Press gently along the backbone with your thumbs. Turn over the fish and carefully lift away the backbone and discard.

Squeeze lemon juice over both sides of the fish, then season with salt and ground black pepper. Fold the fish in half, skin-side outwards.

Preheat a grill until fairly hot. Place the oatmeal on a plate, then coat each herring evenly in the oatmeal, pressing it on gently with your fingers.

Place the herrings on a grill rack and grill the fish for about 3-4 minutes on each side, until the skin is golden brown and crisp and the flesh flakes easily. Serve hot with the mustard sauce, served separately.