Rinse fish thoroughly in cold water; pat dry, and set aside.
Combine cornmeal, flour, salt, and pepper in a heavy paper bag. Place 6 fish at a time in bag; shake until lightly coated. Dip in milk to moisten; return fish to bag to lightly coat. Fry in deep hot oil (375°) until fish float to the top and are golden brown; drain. Repeat procedure until all fish are fried.
Place fish on a warm serving platter. Garnish with lemon wedges, if desired. Serve with tartar sauce or catsup.