To make the Lemon Dill Sauce, mix the yogurt, mayonnaise, mustard, lemon juice, zest, dill and capers together in a bowl. Season the mixture with salt and pepper. Refrigerate until ready to eat.
To make the fish sticks, first set up a breading station. Place the flour in a dish and mix in ¼ teaspoon salt and ⅛ teaspoon pepper. Whisk the egg with 1 tablespoon water in a bowl. Mix the panko and whole wheat breadcrumbs in another dish with the Old Bay, ¼ teaspoon salt and ⅛ teaspoon pepper.
Working with a few pieces of fish at a time, toss the fish in the flour to coat them well. Then dip the fish in the egg mixture. Let the excess liquid drip off and then place the fish into the breadcrumbs. Turn them around in the breadcrumbs until they are fully coated. Place the fish on two baking trays lined with parchment paper or aluminum foil.
Spray the fish sticks lightly with olive oil spray and place the trays in the oven. Bake 12-15 minutes until golden brown.
Serve the fish sticks with Lemon Dill Sauce. Serve lemon wedges on the side.
Notes
Nutritional information reflects the amount of flour, egg and breadcrumbs that adhered to the fish- the rest was discarded.