Heat the cooking oil and fry the fish, about two minutes on each side.
Line a plate with paper towels and transfer the fish to the plate after its done to allow the paper towels to absorb the excess oil.
Grate the cucumber (I recommend a coarse grate) directly into a bowl. No need to scrape off the seeds. Just keep grating until you hit the seeds then stop. Add all the salsa ingredients and mix.
To serve, place the lettuce leaves (whole or torn) on a plate. Arrange the fish on top of the bed of lettuce. Spoon the salsa over the fish. Sprinkle with cayenne pepper, if you like. Dig in and have fun.