Combine the fish and milk in a large bowl; let soak.
Mix the chutney, jalapeno, scallions, lemon juice and 2 tablespoons water in a small bowl.
Combine the flour, 1/2 teaspoon salt, and pepper to taste in a shallow bowl. Beat the eggs with 1/4 cup water in another shallow bowl.
Mix the breadcrumbs, coconut, 1/2 teaspoon salt and 1/4 teaspoon pepper in a third shallow bowl.
Drain the fish, then coat each piece in the seasoned flour, dip in the egg mixture and roll in the breadcrumb mixture. Set on a rack until ready to cook.
Put the broccoli in a microwave-safe bowl with 3 tablespoons water, cover with plastic wrap and microwave until tender, 5 minutes. Meanwhile, heat 1/2 inch vegetable oil in a large skillet over medium-high heat. Working in batches, fry the fish sticks until golden brown, about 2 minutes per side.
Drain on a paper towel-lined plate.
Serve with the broccoli, lemon wedges and chutney sauce.