If making your own mayo for the tartar sauce, whisk up the egg yolk, salt and Dijon, then slowly stream in the grapeseed oil while you continue to whisk. Once the mayo emulsifies, you can start to go a bit faster; the mayo will come together in 4-5 minutes. To the homemade mayo, add a squirt of lemon juice. To the mayo, mix in the grated shallot or onion, chopped cornichons or pickles, capers, dill, parsley, Worcestershire and hot sauce. Chill until ready to use.
For the slaw, in a mixing bowl whisk up the grated shallots, lemon juice, vinegar, sugar, salt, celery seed, and oil. Add the fennel or carrots and cabbage and toss well. Refrigerate until ready to serve.
For the fish fry, heat the oil to 375ºF in a countertop deep fryer or heat 2 1/2-3 inches of oil in a large, deep pot. Season fish with salt and pepper, and dredge lightly in the Wondra. In a large mixing bowl, whisk together the beer, flour, Old Bay, baking powder and egg. When the oil is hot, dip fish in batter two pieces at a time and fry, 4-5 minutes, to deep golden.
Serve the fish on rolls or bunsl; top with slaw and set the bun tops in place slathered with homemade tartar sauce. Serve with oven fries with malt vinegar or salt and vinegar potato chips alongside.