Preheat oven to 450 °F (230 °C) with racks in upper and lower thirds. Line two large baking sheets with parchment paper.
In a large dry skillet over medium heat, toast Panko crumbs, stirring, for about 3 minutes or until golden brown. Transfer to a bowl; let cool.
Rinse fish, shrimp and scallops; pat dry. Cut fish into about 3- by 1/2-inch (7.5 by 1 cm) strips. Trim off tough muscle from scallops.
In a shallow bowl, whisk egg with 2 tbsp (25 mL) of the milk. Stir 1/4 tsp (1 mL) pepper into crumbs.
Working in batches, add about 5 pieces of fish and scallops first into egg mixture then add to crumbs and toss to coat. Shake off excess crumbs; place on 1 baking sheet. Repeat with shrimp, placing on second sheet. Discard excess egg and crumbs.
Bake fish and scallops on top rack for 3 minutes; move to lower rack and place shrimp on top rack. Bake both for about 5 minutes or until crisp and fish and seafood are firm and opaque.
Meanwhile, in a small saucepan, whisk flour and 1/4 tsp (1 mL) pepper into remaining milk. Cook over medium heat, whisking constantly, for about 5 minutes or until thickened.
Remove from heat; whisk in zest and juice, dill and mustard. Serve immediately on the side with fish and seafood for dipping.