I never did until I saw a beautiful orange sack of salmon roe at the Japanese Market. I took a closer look and to my surprise, it was an entire encased sack of it! First time I tried to make this was almost two years ago and since then I wasnt able to find it at the market again. Only recently (within the last 4-5 months) did I find some more. It is an extremely laborious process as the membranes need to be separated cleanly.
(Osmosis in the process)