Cook bacon in a medium skillet until crisp; drain, reserving 1 tablespoon drippings in skillet. Crumble bacon; set aside.
Wipe roe gently, using a damp piece of cheesecloth, being careful not to break membrane. Place roe in skillet; cover and cook over low heat 10 minutes. Remove cover; sprinkle roe with salt and pepper. Gently turn roe, being careful not to break membrane. Cover; cook over low heat 5 minutes. Uncover, and cook until lightly browned.
Transfer roe to a warm serving platter. Sprinkle with reserved bacon, and garnish with lemon and parsley. Serve hot.