Line a pan with parchment and lay the shishamo out without overlapping (no oil needed).
Grill over medium for 2-3 minutes, and once browned, flip just once and grill 2 minutes more. Touching them repeatedly breaks them up. Roe spilling from the belly is normal for roe shishamo, so leave it.
Plate and serve with grated daikon and lemon.
Arrange with rice, miso soup and pickles (and a small dish if you have one) on a tray. Store-bought seasoned mekabu is a good small dish; just tip it from the cup, and its stickiness suits grilled fish.
Trivia: most 'shishamo' in supermarkets are actually capelin, a close relative. True shishamo is a prized fish caught only on part of Hokkaido's Pacific coast.
Variations: mayonnaise + shichimi (an izakaya classic), or a few drops of soy sauce in mayo. 'Mayo-yaki' - brushing mayo on the surface and covering for 1 minute near the end - is also good.