Sprinkle the flour onto one plate and the breadcrumbs onto another. Beat the egg in a bowl.
Dredge the monkfish pieces in the flour, then dip them into the beaten egg, then roll them in the breadcrumbs until completely coated.
Heat about 0.5cm/¼in of oil in a heavy-based frying pan over a high heat. When the oil is shimmering, add the monkfish pieces and fry, in batches, for 6-8 minutes, turning regularly, or until crisp and golden-brown on all sides. Remove from the pan using a slotted spoon and set aside to drain on kitchen paper. Repeat the process with the remaining monkfish pieces.
Meanwhile, for the dipping sauce, in a bowl, mix together all of the dipping sauce ingredients in a bowl until smooth and well combined.
To serve, divide the scampi equally among six small baskets or serving bowls. Spoon the dipping sauce into dipping bowls alongside.