Beat the egg, dip the fish in it, and then coat it with oatmeal. Put the oil in a small baking pan and lay the fillet in it, turning it over once or twice. Bake for 15 minutes, turn over and bake for 15 minutes more. Remove the fish to a dish, allow to cool. Cut into bite-sized pieces.
Serving suggestion: if it looks a little dry, add a dash of cream.