Put the fish steaks into a dish in which they fit fairly snugly and pour on enough milk to cover. Cover the dish with cling film and leave in the fridge for at least 2 hours. Lift out the fish and pat dry with kitchen paper. Discard the milk.
Peel the shallots and slice across thinly. Peel the garlic and chop finely. Cut open the chillies under running water, discard the seeds and stem