We like sprats in our family. I think that makes us a bit unusual, because they are difficult to find around here. DH was very happy to find some in the local supermarket yesterday. We don't have a local fishmongers, and are a significant distance from the coast, so these little fishy morsels aren't available very often. He bought the lot! Sprats are similar to whitebait, in fact young sprats are sometimes sold as whitebait.
They are a little fiddly to prepare, but worth the effort. The heads are cut off, and the innards removed. This is DH's job! They don't need filleting but he did de-tail them, but this isn't really necessary. They are simply coated in seasoned flour and fried until brown and crispy.