Rinse the cod, pat it dry, and slice it into strips about 1 inch thick.
Mix the flour with the salt and pepper on a dish.
Whisk the egg with 2 TBSP water in a bowl.
Mix together the cornstarch, dill, cayenne, and paprika on another dish.
Dredge the fish, one piece at a time in the flour, then dip in the egg, then coat completely with the cornstarch.
Pour about 1/2 inch of oil into a large skillet. Heat over medium high until hot. If you gently drop a little cornstarch in the skillet and it sizzles, it's hot enough.
Very carefully add the fish fingers to the skillet, try not to let them touch each other. Allow to cook, about 2 minutes, until they start to brown. If the oil sputters, turn the heat down just a little.
Gently roll the fish fingers over and cook on the other side, about 2 minutes. Remove to paper towels, sprinkle with salt, and allow to drain.
Serve with Thousand Island dressing, Malt Vinegar or tartar sauce for dipping, and/or fresh lemon wedges to squeeze over the top of the fish.