1. Drain the herring, reserving onion pieces and 2 tbsps. of the marinade.
2. Slice the herring into 1" thick pieces and lay in the bottom of a small ovenproof dish. Scatter over the onions and the ground nutmeg, and spoon over the marinade. Season with black pepper.
3. To make the cobbler: Sift the flour and a pinch of salt into a mixing bowl, add the butter and rub in until the mixture resembles fine breadcrumbs. Stir in the herbs and then bind with the egg mixture. Mix until a smooth dough has been formed and then gently roll out on a lightly floured surface. Using a 6cm (2.5") round fluted cutter, cut out 10 rounds. Place the rounds, slightly overlapping on top of the herring and brush with milk.
4. Bake in a pre-heated oven at 220° C(425°F, Gas 7) for 12-15 minutes.