yeah, they are pickled, but in a sweet vinegar, more like the vinegar used for gherkins. They're an oily fish, but the onion and vinegar break that down.
They're eaten straight out of the tin / tub, so no cooking invloved and they're free on red / EE
The skin is perfectly edible, I normally just take it out of the tub, squeeze the excess juice, and munch away... today walked to the seafood place, ate 1 whilst he was measuring out the other stuff.
One thong I wod say, the ones pre- packed in the shops have a softer texture than the ones you buy from a seafood stall as they're generally sitting in the vinegar for longer. They're great to pick-up from the supermarket in a tub, they normally have a sell-by date of 3 or 4 months.
Have a go, you might just enjoy them