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Step 1
For the lemon oil, wash and dry the lemons. Using a vegetable peeler, peel off the rind, making sure not to peel into the bitter white pith. Place the peel in a small saucepan and pour over the avocado oil. Place over a low heat and bring to a gentle simmer. Cook for 5 minutes, then take off the heat and leave to cool. Transfer to a jar, seal and refrigerate for 48 hours. Strain through a sieve before using.
Step 2
For the deep-fried capers, drain the capers and dry thoroughly with kitchen paper. Pour the oil into a medium-sized saucepan and heat to 180˚C. Add the capers and fry for 4-5 minutes until crispy. Lift out with a slotted spoon and drain on absorbent kitchen paper. You can fry the capers up to 4 hours in advance and warm through in the oven for the last 3-4 minutes of the fish cooking time.
Step 3
Heat the oven to 200˚C/fan oven 180˚C/mark Brush the skins of the sea-bass fillets with a tablespoon of lemon oil and place skin-side down on a large baking tray lined with non-stick baking paper. Season with salt and freshly ground black pepper and bake for 12-15 minutes. Remove and place the fish on dinner plates. Drizzle a tablespoon of lemon oil over each fillet and scatter over the capers and dill.