Before you graduate to larger fish fried in oil it is important to learn to cook small fry, sprats or whitebait. The key here is not overcooking them and keeping them fresh and not too greasy. Sprats are small fish that swim in huge shoals and contain excellent levels of nutrition. They are still relatively inexpensive and very popular on menus. If done properly they are also delicious but a few rules need to be followed to get the best out of them.