Heat the oil and lactose free butter together over a medium heat in a saucepan and add the shallot. Fry for a few mins, then add the gluten free flour and stir until you have a thick paste. Stir in the vermouth or sherry. Gradually add the lactose free milk, stirring all the time over a low heat until you have a smooth, very thick sauce (a similar consistency to mashed potato).
Add the cayenne, nutmeg and lemon zest, season to taste, then remove from the heat. Stir in the salmon, dill and lemon juice. Spread the mixture over a plate (to speed up cooling), cover and chill for at least 1 hr.
To make the fishcakes, put the gluten free flour, beaten egg and gluten free breadcrumbs in three separate bowls.
Scoop a large spoonful of the fishcake mixture (each spoonful should weigh around 115g) and roll lightly between oiled hands to form a ball or roll, before flattening lightly. Drop into the flour to coat, followed by the egg and then the gluten free breadcrumbs.
Heat enough oil to cover the base of a large frying pan. Shallow-fry the fishcakes over a medium-low heat in small batches for 5-6 mins on either side or until golden brown and crispy. Drain on kitchen paper. For the horseradish stir the ingredients together in a bowl until smooth and season with a little salt. Serve the fishcakes with a dollop of the dip and a salad.