If they're 'real' kippers...ie they still have the head and tail and were properly smoked, not just dyed...they're already 'cooked', by definition, so all you have to do is 'heat' them.
Having worked in kippering yards in Scotland during every school/university holiday from the age of 14 to 24, I wouldn't do anything involving liquids. Grilling lightly is perfectly fine, though anyone who actually prefers a watery solution is obviously perfectly free to do so.