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Heat oven to 200C/180C fan/gas 6. In a bowl, toss the wedges with the oil, 1 tsp salt and 1/4 tsp pepper. Transfer to a baking sheet and roast for 25-30 mins, turning halfway through. The wedges should be crisp and golden brown.
Meanwhile, make the slaw. Remove the cabbage’s white core and discard. Slice the leaves as finely as possible and put in a large mixing bowl with the onion and cornichons. In another bowl, combine the yogurt or mayonnaise with the dill and 2 tbsp of the cornichons’ pickling liquid. Mix the dressing with the other slaw ingredients until everything is well coated, then set aside.
Heat grill to high. Slice each cod fillet into two or three fingers. Beat the eggs lightly in a shallow bowl and tip the breadcrumbs into a separate bowl with a good pinch of salt and pepper. Dip each cod finger in the egg and then in the breadcrumbs, and place on an oiled baking sheet. Grill for 6-7 mins or until cooked through and golden. Serve with the crispy wedges and a generous helping of the dill pickle slaw.