This section is from the book "Choice Dishes At Small Cost", by A. G. Payne. See also: Larousse Gastronomique.
Whitebait, though often not dear to buy, are but seldom met with in private houses, owing to the difficulty found in cooking them. Whitebait should be taken lightly out of the cool water in which they are kept, and thrown into flour, an inch thick, on a cloth. Take quickly out of the thick flour, and place a few at a time in a frying-basket, the outside flour shaken off, and plunge into hot fat amply deep enough to more than cover them. The fat must be smoking. (See No. 6.) The temperature should be 400°. The flour is put an inch deep in order to avoid the necessity of handling the whitebait. The time to keep the whitebait in the fat - i.e., if the fat is the proper heat - is about five seconds. The fat should be so hot that it will blacken a piece of dry bread almost directly.
Next, bear in mind that the whitebait should be fried the instant they are floured. You cannot flour whitebait and put them by ready for frying. Throw the whitebait into the flour; roll them in it for a few seconds by lifting the end of the cloth, then into the basket and into the fat. Serve instantly. Run with them to the dining room, and serve cut lemon and cayenne pepper with them, and then brown bread and butter.
Devilled whitebait is generally made from the remains of the whitebait just cooked, or some can be cooked fresh. Take some recently-cooked whitebait, put them in the frying-basket, sprinkle them freely with black pepper or cayenne pepper, plunge them into the fat for four or five seconds, and serve quickly. When sprinkled with black pepper, it is called a black devil, when with red pepper, it is called a red devil.
Get some fresh fish, such as dabs. They should be very fresh. Fillet them, cut them into very thin strips, barely an eighth of an inch thick, but about two inches long. Treat these exactly as whitebait. Serve with cut lemon, cayenne, and brown bread and butter.
 
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