Heat a skillet over high heat. Dredge fish in spices and saute on both sides. Finish the cooking in the oven, for about 4 or 5 minutes.
It is also wise to have all your windows open, and all your smoke alarms disconnected, considering the amount of smoke that this wonderful dish produces.
Toast the slices of challah and spread 4 of the slices with mayonnaise. In a small bowl, mix some ketchup with some grated horseradish. Spread this mixture on the other 4 slices of bread.
*Cook's Note: if loaf challah cannot be found individual rolls: aqua bread, Kaiser, potato, or egg-bread rolls are all fine. Also, cocktail sauce can be used instead of the ketchup and horseradish mixture.
Cajun Spice Mix:
Mix well. Store in glass or plastic container with lid.