Deep fry or pan fry: Fill a deep large skillet or Dutch oven about halfway with the cooking oil and heat the oil over medium heat to 350 degrees F. Alternatively, fill a deep fryer (commercial or fry daddy style) to the manufacturer's instructions and set the temperature to 350 degrees F.
Set up a three-way breading station using three shallow bowls or another type of shallow dish. In one of the dishes, pour in the buttermilk, hot sauce, and mayonnaise and mix until combined. Separately place the flour and cornmeal in the other two dishes.
In a small bowl add the 3 tablespoons of seasoning and the 2 teaspoons of smoked paprika and mix to combine. Set aside 1 tablespoon of this seasoning mix to season the fish after they have been fried.
Season the fish on all sides with the seasoning mix.
One piece at a time, coat fish in the flour, followed by the buttermilk, and lastly the cornmeal. Place each coated piece of fish on a baking tray and repeat the process.
Fry the fish in the hot oil until they are cooked through and golden brown. You can pull them at an internal temperature of around 140 degrees and let them rest for a few minutes until they have reached 145 degrees F if you're aiming for the juiciest fish. Keep in mind that whole bluegill will take longer than individual bluegill fillets. The size of the fish will also affect the cooking times which can range from as little as 2-3 minutes to 3 to 5 minutes.
After the fish are cooked I recommend placing them on a wire rack to let the excess oil drain (paper towels can make the crust soggy). Lightly season the fish with the 1 tablespoon of seasoning mix that was set aside from step 3. Serve with lemon wedges or your favorite condiments.