Clean and filet the herring, making 12 filets. Slice the carrot and chop the onion into rings.
In a saucepan combine the vinegar, wine, carrot slices, peppercorns, bay leaf, juniper berries, thyme, sugar, and salt. Bring to a boil and then allow to simmer for about 5 minutes.
Lay the herring filets side by side in an oven-safe dish. Sprinkle with the dill and onion rings. Pour the just made sauce equally over the filets. Allow to cool.
In the meantime cut the gherkins lengthwise, halving them. Wrap each herring filet around one gherkin strip and pierce with a toothpick to hold in place.
Place each “rollmop” back into the marinade and cover in the fridge. Allow to marinate overnight.