Preheat oven to 425 degrees and grease a baking sheet.
On a small plate, combine the flour with the salt & pepper.
On another plate, combine both breadcrumbs, cheese and dill.
In a small bowl, whisk together the egg and milk.
First, coat the salmon strip in the flour mixture, then dip in the egg mixture until fully coated, next roll in the breadcrumb mixture and press down gently so that all sides of the strip are coated and place on the baking sheet.
Repeat with all the remaining salmon strips.
Bake for 10-12 minutes, flipping half way through.
While the salmon bakes, mix together all the ingredients for the dipping sauce in a small bowl.
Serve the fish sticks immediately with lemon on the side.