Battered fish and ovens usually don't get along well. Regular batters are too loose to set before they drip off and pool under the fish, leaving one side partially coated and the other practically naked. You can get around this problem by borrowing a technique from the frozen-food industry. Battered frozen fish fillets withstand baking because they're individually quick frozen, or IQF, in a blast chiller. You might not have a blast chiller, but if you apply a stiff, well-chilled batter to the fillets -- then freeze them -- you get a golden-brown crust that stays on the fish, not in the pan.
Place the fillets in the refrigerator if they're frozen, about 30 minutes before you begin.
Whisk together a 1:1:1.5 ratio of egg to ice water to all-purpose flour, or 1 egg, 1 cup of ice water and 1 1/2 cups of all-purpose flour, just until it forms a batter. Whisk the egg before adding the ice water, then sift in the flour.
Place the batter in the freezer for about 15 to 20 minutes.
Take the fish out of the refrigerator just before the 15 to 20 minutes is up. Pat the fish dry with paper towels and season it to taste.
Take the batter out of the freezer and give it a stir. Set up a rimmed baking sheet with a wire baking rack on top of it beside the batter.
Dip each fish fillet in the batter one at a time and coat heavily with the batter. Lift the fillet out of the batter and place it on the wire rack. Repeat with the other fillets.
Place the pan of battered fillets in the freezer, uncovered. Let the fillets freeze, about 45 minutes.
Set the oven to 425 degrees Fahrenheit. Pour about 1/4 inch of oil in the bottom of a shallow baking dish or a rimmed baking sheet.
Place the oiled pan on the middle rack and let it heat up with the oven. Take the fillets out of the freezer after 45 minutes.
Open the oven and slide out the rack with the dish on it. Lay the fillets in the dish, spacing each about 1 inch apart, and pour a drizzle of oil or melted butter on top of each. Slide in the fish.
Bake the fillets for about 10 minutes and slide out the rack. Turn the fillets over with a thin spatula.
Bake the fillets for another 8 to 10 minutes, or until golden brown on the bottom. Check the temperature if you have any doubts about the doneness. Fully cooked fish has a minimum internal temperature of 145 F.
Take the fillets out and serve immediately for best quality.