Keski fish (Gange's river sprat) is the tiniest fish I have encountered. Available in frozen blocks across the UK in Bangladeshi grocers, it is one of those fishes I find I need patience for. Because it is so tiny, you do not need to discard the heads, etc., and they can be eaten whole, but they are usually frozen with bits of rubbish which you have to spend time sifting through and separating, which is why I only cook this once in a while.
