Thaw fish, if frozen. Rinse fish; pat dry with paper towels. In a shallow dish, combine the egg, Dijon-style mustard, milk, and pepper, beating with a whisk or fork until smooth. Place flour in another shallow dish. Place coarsely crushed pretzels in a third shallow dish.
Coat each fish fillet with flour. Dip into the mustard mixture, then into the crushed pretzels. In a large skillet, cook fish in hot oil over medium heat for 6 to 8 minutes or until golden and fish flakes easily when tested with a fork. (Reduce heat as necessary during cooking to prevent overbrowning.) If desired, serve with red onion and lemon slices. Makes 4 servings.