Any thoughts on whether baking or sauteeing would be a suitable sub for deep frying? Thanks.

I would place the fish in the oven as stated above but use a cooking grid on top of the baking sheet.

I have been successful baking with panko coated fish by very lightly spraying them with oil and then cooking at a high heat on a preheated baking sheet.

I think you could do either, I have never baked them but have pan fried rather than deep fry, they turned out fine with an inch or so of oil in the skillet. Let me know how they come out if you bake them.