Step 1Prepare coals in a fire pit or grill. Meanwhile, in a shallow baking pan, mix the flour and cornmeal with one-half teaspoon salt and one-fourth teaspoon black pepper.
Step 2Season the cavity of each fish with a good pinch each of salt and pepper. Place three to four lemon slices, 1 teaspoon capers and 2 sprigs of parsley inside each cavity; seal with a toothpick.
Step 3Season the outside of each fish with a good pinch each of salt and pepper, rubbing the seasoning evenly over each fish. Dredge each fish in the flour mixture and set aside in a cool place while the coals heat.
Step 4When the coals are completely covered with a thin layer of white ash, spread them in the ring or grill, leaving some mounded in the center. Heat a cast-iron skillet on a rack a few inches above the coals. When the skillet is medium hot (you will be able to hold your hand 6 inches above the skillet for several seconds), place a couple tablespoons of bacon grease (or butter or shortening) in the skillet and allow it to coat the bottom completely.
Step 5Place two or three fish in the skillet -- do not crowd the pan -- and fry on one side until golden brown, 6 to 7 minutes. Allow the fish to sizzle gently but consistently; if it fries too quickly, the skin will burn before the fish is cooked. If the pan is too cool, move it closer to the coals; if too hot, move the pan farther from the coals. Add additional grease as necessary to keep a light film on the bottom of the pan. Turn the fish over and fry the fish on the other side, another 6 to 7 minutes. Repeat with the remaining fish. Remove toothpicks, and serve immediately.