A rich dish just lovely served with bacon. The whole roe actually consists of two egg sacs connected by blood vessels and membranes, which must be cut away. The roe is encased in a taut crispy covering like the casing of a great sausage. Once the membranes are cut away, you have two options: open the roe sac or leave it whole. The only reason for opening it would be to add it to scrambled eggs as the egg grains within become tough and gritty if exposed to direct heat. That's why most recipes call for broiling or pan-frying a whole shad roe, often dredged in flour. When done, the roe should still be faintly red at the very center, and its texture will be creamy and smooth. From the Southern chapter of the United States Regional Cookbook, Culinary Arts Institute of Chicago, 1947. Cooking time is approximate.