Add the millet flour to a large plate. Dredge the fish fillets with the flour until well-coated, shaking off any excess. Coat a pan with a thin layer of olive oil and set it over a high flame. Fry the fish in batches until golden brown and crispy, about 2 minutes per side. Remove to a plate lined with paper towels and repeat with the remaining fish. Season with salt and pepper.
To make the tartar sauce:
In a small bowl, stir together all the ingredients (mayonnaise, whole grain mustard, capers, dill, 2 teaspoons shallots, 2 teaspoons lemon juice)
Taste for seasoning. Tartar sauce can keep for up to a week in the fridge