Preheat the oven to 450.
In a large bowl, add cornmeal, flour, red pepper flakes, thyme and sea salt and freshly ground pepper to taste.
In another separate large bowl, add yogurt.
Dip the fish in the yogurt, then the cornmeal mix and place on a baking sheet and bake for 12 to 15 minutes until fish flakes easily with a fork.
In a medium bowl, add remaining ingredients (mayonnaise through capers). Stir to combine.