Lake Erie. Pickerel is often and appropriately called walleye, and less frequently dore or pike-perch. Pickerel have a tender, white fillet that can be baked, grilled or fried. The pickerel fillets are thin, so you must watch them carefully to ensure they do not overcook. When they are cooked correctly, they have a mild flavour that lends itself well to a variety of seasonings, such as lemon, garlic or even cayenne pepper.