Start by preheating your grill for the herring. As the grill heats up, season the herring fillet with salt, pepper, and your herbs of choice.
When the grill is ready, place the herring on the grill and cook over medium-high heat for 3-4 minutes per side or until the fish is cooked through.
For the bone marrow, preheat your oven to 450°F (230°C). Place the bone marrow on a baking sheet, cut side up, and season with salt.
Roast in the oven for about 15-20 minutes, or until the marrow is bubbly and slightly golden. Serve the grilled herring with a side of the roasted bone marrow.