Clean the fish by removing the heads, guts, and scales. Rinse the fish under cold water and pat dry with paper towels.
In a bowl, mix the flour, salt, and black pepper.
In another bowl, whisk the milk and egg together.
Heat the vegetable oil in a large skillet over medium-high heat.
Dip the fish in the milk and egg mixture, then coat in the flour mixture.
Shake off any excess flour and carefully place the fish in the hot oil.
Fry the fish for 2-3 minutes on each side, until golden brown and crispy.
Use a slotted spoon to remove the fish from the oil and transfer to a plate lined with paper towels to drain excess oil.
Repeat with the remaining fish, adding more oil as needed.
Serve hot with lemon wedges and tartar sauce, if desired.