Soak the fish pieces in the milk for at least 30 minutes.
In a small bowl, whisk together the egg and hot pepper sauce.
In a separate bowl, stir together the flour, cornmeal, pepper, mustard and Cajun seasoning.
Dip the fish pieces into the dry mixture, then into the egg, then back into the dry mix.
Set on a plate in the refrigerator and chill for about 15 minutes. This will help the batter stick to the fish.
Heat more than enough oil to cover the bottom of a large heavy skillet over medium-high heat.
Fry fish pieces for 3 to 4 minutes per side or until golden brown. Depending on how much and what kind of Cajun seasoning you use, some of the breading may get darker than the rest.
Drain the fish on paper towels and serve with hot sauce or tartar sauce.