Heat at least 4 inches of oil in a large heavy saucepan or Dutch oven or a deep-fryer to 350 degrees F. (Oil should not come more than halfway up the sides of the pan.)
Chop the squid fillets into small pieces and place in a medium bowl. Add the chopped onion, scallions, cheese, egg, parsley, garlic, salt and pepper and mix thoroughly. Add bread crumbs into the mixture and form into 1 1/2-ounce balls. Dredge the balls in the cracker meal and lay on a parchment paper-lined sheet pan to firm. Carefully drop squid balls into the fryer and fry until golden brown, 3 to 5 minutes. Arrange them on a platter with lemon wedges and serve with the chili lime salsa on the side.
Chili Lime Salsa:
1 1/4 cups chili sauce
2 cups ketchup
1/2 cup horseradish cream
1/4 cup chopped fresh cilantro
2 ounces lime juice
1 1/2 teaspoons chopped garlic
1 teaspoon Worcestershire sauce
Dash hot pepper sauce (recommended: Louisiana Gold)
Salt and freshly ground pepper
In a large bowl, mix chili sauce and ketchup together until well blended. Add the rest of the ingredients and mix thoroughly. Refrigerate until ready to serve.