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Preheat oven to 375 degrees Fahrenheit.
Place herring fillets on a baking sheet and season with salt and pepper.
Bake for 15 minutes, or until the fish is cooked through.
In a medium saucepan, melt the butter over medium heat.
Add the flour and stir until the mixture becomes a paste.
Slowly add the chicken broth and white wine, stirring constantly.
Add the lemon juice and bring the mixture to a boil.
Reduce the heat and simmer for 5 minutes, stirring occasionally.
Add the cream and stir until the sauce is thick and creamy.
Place the cooked herring in a baking dish and pour the sauce over the top.
Bake for 15 minutes, or until the sauce is bubbly.
Garnish with chopped parsley, if desired.