Twist each whiting into a circle, sticking the tail inside the mouth. Tie a piece of string around each whiting to maintain the shape. Preheat the oven to 200F. Heat the oil to 375F in 2 large skillets. The oil must be at least 2 inches deep. Put the milk and salt in a large shallow bowl and stir to mix. Put the flour in a separate large shallow bowl. Dip each whiting first in the milk mixture, then in the flour, shaking off any excess flour. Fry the whiting until golden brown, about 7-8 minutes, turning once or twice. Transfer the whiting to the oven and bake for 10-15 minutes. Season the whiting with salt and pepper. Serve each whiting with 1/2 lemon.
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6 whole whiting or trout, 8 oz each, cleaned and gutted