Step 1: Melt 3 pounds lard in a deep, heavy pot over medium heat to 375° on a candy thermometer.
Step 2: Meanwhile, sift together cornflour, all-purpose flour, and salt into a bowl, then set aside.
Step 3: Beat egg together with milk in a bowl. Set aside.
Step 4: Drain liquid from clams.
Step 5: Swish 1 clam at a time in milk, then dredge in cornflour mixture. Fry in batches until golden brown and crisp, 30–40 seconds for each batch. Drain on paper towels.
Step 6: Season to taste with salt.
Step 7: Squeeze a fresh lemon over clams, if you like.
Step 8: Serve with tarter sauce or ketchup on the side.
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