No doubt the answer to your question: BUBBLES !! Whenever you have a meal with extreme fat content(roe,bacon etc..) A sparkling wine is always a great choice. Bubbles cut through the fat and deepen those rich "fat" flavors.
A rose champagne or sparkling from Cal.(rose was mentioned in an earlier post) would be a fantastic choice.
If you really want to "do it right" at a relatively modest price(20-40$) I would HIGHLY recommend Schramsburgs rose sparkling from Cal.( Blanc de Noir I believe) It will really compliment your meal!!