Baking, poaching or steaming are the best methods for cooking fish if you're skipping the thawing process. Avoid pan-frying as the fish may release too much water or the flesh won't be evenly cooked. If you're following a recipe, you may add a few minutes to make sure the frozen fish is fully cooked.
Deep frying in batter – cook the fish straight from frozen using the instructions on the packaging. Deep frying in bread crumbs – cook from frozen, but please note that the bread-crumbing is more successful if done with defrosted fish. If thicker fillets/steaks are being used, make sure to defrost before cooking.