Rinse fish thoroughly in cold water; pat dry. Set aside.
Combine roe, 2 cups water, and vinegar in a large saucepan. Bring to a boil; boil 20 minutes. Drain well. Remove and discard membrane. Mash roe in a medium mixing bowl; set aside.
Sauté onion in butter in a small saucepan until tender; stir into mashed roe. Add eggs, breadcrumbs, and salt and pepper, mixing well.
Stuff cavity of fish with roe mixture; secure with metal skewers. Place fish in a 13- x 9- x 2-inch baking pan.
Combine remaining water, lemon juice, Worcestershire sauce, and hot sauce in a mixing bowl; mix well. Pour sauce into pan with fish. Bake, uncovered, at 350° for 35 minutes or until fish flakes easily when tested with a fork, basting often with pan drippings.
Transfer fish to a warm serving platter; garnish with parsley. Serve immediately.