Preheat the oven to 200ºC, Gas Mark 6. Cut the lemon sole into about 2 cm thick strips. Place the flour in a small bowl and stir in the paprika and seasoning. Place the eggs in another bowl and place the breadcrumbs on a plate. Dip the fish in the flour, then the egg and finally coat in the breadcrumbs.
Brush the oil over a non- stick baking sheet, then add the fish fingers. Cook in the oven for 10 - 12 minutes, turning halfway through, until lightly golden and cooked through.
Spoon some of the dressing onto the base of the bread, top with a large handful of rocket leaves, top with the fish fingers, then drizzle with more sauce to taste. Serve immediately.