1/2 tsp. cayenne pepper to crushed Cornflakes, if desired
Heat oil (1-1 1/2 inch deep) to 350 degrees or frying temperature. Dip walleye fillet in egg batter and let excess drain or slide off with fingers. Roll fillet in crushed Cornflakes and place in heated oil. Turn fish once or twice until easily pierced with a fork. Drain on plate lined with paper towels.
Marinate walleye fillets in Caesar dressing 30 minutes or longer. Mix equal parts of cracker crumbs and Parmesan. Coat fillets with cracker mixture. Bake on greased pan 12 to 15 minutes at 500 degrees.