Position racks in the upper and lower thirds of the oven and preheat to 475 degrees . In a large bowl, toss the sweet potatoes, oil and paprika; season with salt and pepper. Roast the sweet potatoes on a large, foil-lined baking sheet on the upper rack, turning once, until nicely browned and tender, 16 to 18 minutes.
Meanwhile, in a wide, shallow bowl, lightly beat the egg whites. On a plate, mix the panko with 2 tbsp. parsley; season. Working with one fillet at a time, season the fish, dip it in the egg whites, then coat the fillet with panko, pressing to adhere. Transfer the fillets to a baking sheet and bake on the lower rack, turning once, until browned on the outside and opaque in the center, 12 to 14 minutes.
In a small bowl, combine the mayo, minced pickle slices, 1 tbsp. pickle juice, capers and the remaining 1 tbsp. parsley. Serve the fish and chips with the sauce, the 12 remaining pickle slices and the lemon wedges.