We describe a docking mechanism and strategy to allow modular self-assembly for the Modboat: an inexpensive underactuated oscillating swimming robot powered by a single motor. Because propulsion is achieved through oscillation, orientation can be controlled only in the average; this complicates docking, which requires precise position and orientation control. Given these challenges, we present a docking strategy and a motion primitive for controlling orientation, and show that this strategy allows successful docking in multiple configurations. Moreover, we demonstrate that the Modboat is also capable of undocking and changing its dock configuration, all without any additional actuation. This is unique among similar modular robotic systems.