Prepare the squid tube by removing the wings, head, innards and backbone (or ask your fishmonger to do this). Wash the squid, pat dry and slice into rings approximately 1 cm wide.
Mix the egg and milk and place in a bowl. Make the breadcrumbs by whizzing stale bread slices and place in a bowl along with lots of pepper and a pinch of salt. Cover each ring in the egg mixture, then transfer to the breadcrumbs and coat evenly. Leave to sit for ten minutes before frying.
Place 5 cm of oil into a pan and put on high heat with a thermometer until it reaches 180°C.
Place one ring at a time into the oil until you have the heat right, it should take 60 seconds per ring. Cook in small batches, remove and lay on kitchen paper to absorb the oil and sprinkle with salt.
Finely chop the gherkins and capers, place in a bowl with the other ingredients and dollop on the mayonnaise. Mix well and adjust the seasoning as necessary. Serve alongside calamari for a delicious summer appetiser or starter.