Rinse fillets in cold water; pat dry. In a large shallow dish toss flour and fish, 1 piece at a time. Combine next 9 ingredients. , In a cast-iron or other heavy skillet, heat 1 in. of oil. Dip floured fillets in cornstarch batter; fry over medium heat until fish just begins to flake easily with a fork, 2-3 minutes on each side. Combine marmalade and horseradish; serve with fish.