Dry the whitebait very thoroughly with paper towels or a clean tea towel. If they are not properly dried, they will not become crisp when fried.
Heat the oil in a deep-fryer to 190 degrees C, or until a cube of stale bread dropped in turns golden and crisp in 20–30 seconds.
Meanwhile, put the flour, curry powder, cayenne pepper and salt in a plastic bag and shake well. Add the whitebait and toss until thoroughly and evenly coated with seasoned flour. Transfer to a large sieve and shake to remove any excess flour.
When the oil is hot enough, put about a third of the whitebait in a basket and carefully lower it into the pan. Deep-fry the whitebait until crisp – the time taken will vary with the size of the whitebait. Lift out, drain on paper towels and keep warm. Repeat with the remaining whitebait.
Serve the whitebait immediately on warm plates, garnished with parsley sprigs. Serve with the lemon wedges.