Cook the fish fingers in the oven or air fryer, according to packet instructions.
Meanwhile, make the herby mayo. Dab any excess brine off the chilies, capers, and gherkins with kitchen paper. Place the capers, chilli, dill, parsley, onion, and gherkins on a chopping board. Finely chop everything with a sharp knife.
Add to a small bowl along with the mayo, lemon juice, and smoked garlic paste. Season well with freshly ground black pepper. Mix until well combined.
Lightly toast the bread.
Spread one of the slices with the mayo. Top with the lettuce and cooked fish fingers. Top with the other slice of bread. Slice the sandwich in half and enjoy!