The "sun over Gudhjem" — smoked herring on dark rye, topped with raw egg yolk, radish, chives and red onion — is the dish you have to eat at least once on Bornholm. In Rønne, the harbour-side smokehouses keep the fires going through summer and the smell of beechwood smoke drifts across the quays. The fish is best straight out of the smoker, still warm, on rye bread with butter.
If you want the full ceremony, the original smokehouses are over on the east coast (Gudhjem, Svaneke and Allinge), but the Rønne harbour smokers do a perfectly good lunch and save you the drive.