Heat oven to 200C/180C fan/gas 6. Pour the beaten egg into a shallow dish. Tip the gluten free breadcrumbs onto a plate. Mix the lemon zest into the breadcrumbs along with the oregano and some salt and pepper.
Brush a non-stick baking sheet with half the oil. Dip the fish strips into the egg, then roll them in the breadcrumbs. Transfer to the baking sheet and bake for 20 mins until golden.
Meanwhile, mix the mayo with a squeeze of lemon juice. Toss the spinach leaves with a squeeze more lemon juice and the remaining oil. Serve the fish fingers with the spinach and a spoonful of the lemony mayo.