Combine mayonnaise, sour cream, pickles, capers, half of the salt, and half of the pepper in a small bowl.
Add the panko breadcrumbs, half of the salt, and pepper to a large plastic bag with a closure; set aside.
In a small bowl, whisk together eggs and milk.
Add fish to the mixture and coat well.
Add fish to the bag and coat well with breadcrumbs
Heat a large nonstick frying pan over medium heat, add olive oil, add fish, and cook for two minutes on each side.
Serve with sauce.