I bought some shad roe yesterday at Eastern Market. Shad is a member of the herring family and it's roe comes in bright orange/red pouches in a set of 2 (each pouch is roughly the size of a small chicken breast).
I sauted them up in olive oil and butter about 3 minutes a side and then deglazed the pan with rum (only alcohol I had), scallions, salt and pepper and cream, squeeze of lemon juice, and finished the sauce off with a pat of butter. I think some capers would go nice with a sprinkle of parsley.
The shad roe cooks up grey and ideally you want to cook it so the middle is still pink. The larger piece of roe was like this: seared crispy on the outside but molten soft in the middle.
They were selling it for $12.99 a pound and a set of roe cost $6-$7.