If using frozen fish, thaw completely and remove any skin and bones. In the bowl of a high-power blender, combine the fish, eggs, dill, lemon zest, sea salt, and coconut flour. Pulse to mix thoroughly to a smooth mixture.
Warm the oil in a large saute pan over medium heat. Spoon about 3-4 tbsp of the fish mixture into your palm and form a patty, placing it into the pan as you go. You will need to cook the patties in two batches. Cook the patties about 5-7 minutes per side, flip, and continue cooking until firm and opaque.
Remove the patties to a paper towel-lined plate while you cook the second batch.
Meanwhile, prepare the sauce by stirring together the mayonnaise, lemon juice, and remaining 1 tbsp dill in a small bowl.
Serve the fish cakes with the sauce, or freeze them for later consumption. The sauce doesn't freeze well.