Preheat the oven to 300 degrees F.
Lay the herrings in a fireproof dish, cover with the sliced onion, sprinkle with the pickling spice and add bay leaves, salt and pepper. Mix the wine and wine vinegar and pour over. Cook in the oven for about 1 1/2 hours. Allow to get cold before serving.
Recipe courtesy of Jennifer Paterson and Clarissa Dickson Wright