STEP 1
Make the spicy mayo: In a small bowl, whisk together the mayonnaise, lemon juice and zest, Old Bay seasoning and cayenne. Season with salt.
STEP 2
Pour enough oil into a 3-quart heavy-bottomed saucepan until it reaches a depth of 2 inches. Heat the oil until a deep-fry thermometer reads 350°.
STEP 3
In a food processor, pulse the panko until finely ground.
STEP 4
Place the panko, flour and egg into 3 separate bowls. Stir the baking powder into the flour.
STEP 5
Working with one pickle at a time, dredge in flour, allowing any excess to fall. Dip each pickle into the egg then coat evenly in panko bread crumbs.
STEP 6
Working in batches, fry the pickles, turning halfway through, until crisp and light golden brown, 3 to 4 minutes. Using a slotted spoon, remove the pickles and transfer to a paper-towel lined plate and season immediately with salt. Serve with the spicy mayo.