To make the mayo, place the egg yolk, mustard and garlic in a jug and blend together with a stick blender. Add 1 tbsp lime juice and some seasoning, and blend again. Continue to blend and add the oil slowly, a little at a time. If it becomes too thick, add a few tbsp of water or some more lime juice to thin it out. Set aside.
Place the onion in a small bowl and add the juice of one lime. Set to one side while you make the fish fingers.
Dust the fish in the coconut flour, then dip into the egg, then dust again with coconut flour. Heat a large, non-stick frying pan over a medium heat, add the coconut oil and, once it's melted, cook the fish on all sides until golden and just cooked through.
Spread 1-2 tbsp of mayo on each wrap, then divide the fish fingers among them. Top with the onion, avocado slices, a few cherry tomato quarters and a handful of rocket, then roll up each wrap. Serve with the remaining rocket, tomatoes and lime, cut into quarters, on the side.