Place the fish fillets in the egg and buttermilk mixture.
Cambridge Sauce:
In a small bowl combine egg, anchovy fillets, capers, chopped herbs,
Dijon mustard, vinegar, cayenne, salt, and pepper. Stir and mash
together thoroughly. Then gradually add the oil and incorporate
completely. You should end up with a mayonnaise type consistency.
Place vegetable oil in a deep saute pan to come no more than 1/3rd up
the side of the pan. Heat until a deep fat fry thermometer registers
350°F.
Meanwhile, in a shallow bowl combine the flour and corn meal, and
season with the Creole spice. Coat the fish fillets with the flour
mixture.
Carefully drop the fish fillets into the saute pan and fry until
golden, about 8 minutes.
Meanwhile, spread the bread slices with a generous coating of the
Cambridge Sauce.
Remove the fish from the pan and drain on paper towels. Place each
piece on a slice of bread and top with another slice. Garnish with
the pickles.