Prepare the oil. Attach a deep-fry thermometer to a Dutch oven or other large, heavy-bottomed pot.
Pour in about 3 inches of oil and heat over medium-high heat until the thermometer registers 350°F / 175°C.
Set up breading stations.
While the oil heats, pat the fish fillets completely dry with paper towels.
In a shallow dish, combine the finely crushed pork rinds and grated Parmesan cheese.
In a second shallow dish, whisk together the egg and heavy cream until smooth.
Bread the fish.
Dip one fish fillet into the egg mixture, ensuring it's fully coated, and allow any excess to drip off. Immediately transfer the fillet to the pork rind mixture, gently pressing the coating onto both sides to adhere.
Chill before frying.
Place the breaded fillets on a wire rack or parchment-lined plate and refrigerate for at least 10 minutes. This helps the coating stick to the fish during frying.
Fry the fish.
Working in small batches to avoid overcrowding the pot, carefully place the breaded fish into the hot oil.
Fry for 2-3 minutes per side, until the crust is a deep golden brown and the fish is opaque and flakes easily with a fork.
Serve. Use a slotted spoon or spider strainer to transfer the cooked fish to a wire rack to drain.
Serve immediately with fresh lemon wedges and your favorite tartar sauce.
Do not overcrowd the pot.
Frying in small batches helps the oil maintain its temperature, ensuring each piece of fish cooks evenly and develops a perfectly golden crust.