I would soak the herring fillets in a strong salt and water solution for 24 hours, change water and soak in a fresh solution again (about 4oz salt to pint of water)
To make the marinade, bring to the boil in a pan ~ about half a pint each of white or cider vinegar and water with a bay leaf, about a dozen plack peppercorns, a couple of cloves, half a dozen juniper berries if you can get them and about a teaspoon of mustard seed, boil for about 5 mins and allow to cool.
Chop a couple of tablespoons of capers, 2 onions and a large gherkin, wash the herring fillets under cold running water. Spread the non skin side with strong mustard, sprinkle with some capers, gherkin and onion and roll up securing with a stick.
Then put them in a large jar or container you can cover tightly, with the marinade, and leave for 4 days before eating.