Preheat the oven to 425 degrees. Line a baking tray with parchment paper. Set aside.
Cut the fish fillets into 1-inch strips lengthwise, and then in half horizontally. Let sit in a bowl with lemon juice for 5 minutes.
Meanwhile, in a medium bowl mix together the panko, cornmeal, salt, pepper and olive oil. Mix well.
In a separate bowl, lightly beat the eggs. Pat the fish dry and dip into the eggs, allowing the excess to drip off. Then dip into the panko mixture, pressing to cover the fish evenly with the breadcrumbs. Repeat and transfer to the prepared baking sheet, allowing space between the breaded fish.
Bake until the fish is cooked through and the crust is golden, about 20-25 minutes, turning halfway through.
While the fish is baking, put the mayonnaise into a small bowl. Beat in the lemon juice one teaspoon at a time, until desired consistency and flavor. Beat in the paprika, if using.
If not serving the fish sticks right away, transfer to a wire rack. Serve with the lemon mayo.
It’s not a good idea to eat raw egg products during treatment, but most commercial mayonnaise is pasteurized and safe to eat. To make it spicier, try adding a teaspoon finely chopped chipotle in adobo to ¼ cup of jarred mayo for a touch of smoky heat.