1In medium bowl, mix Cucumber Sauce ingredients. Cover and refrigerate until ready to serve.
2Cut fish fillets into 12 serving pieces. In pie plate or shallow pan, mix milk and egg. In another pie plate or shallow pan, mix bread crumbs and salt. Dip fillets into milk mixture; roll in bread crumbs. Shake off excess crumbs.
3In 12-inch skillet, heat oil over medium-high heat. Cook fish fillets in oil 10 to 12 minutes, turning once, until fish flakes easily with fork. Keep warm.
4Heat 10-inch skillet over medium heat. Brush melted butter on cut sides of buns. Place cut sides down in skillet; cook about 3 minutes or until toasted. Place buns on plates; fill each with fish fillet and about 3 tablespoons sauce. Serve with lemon slices and fresh dill.