Allow cod to stand at room temperature 30 minutes. Cut semi-defrosted fillets into 8 portions of 6 to 7 ounces each. Place on greased boiler pan. Sprinkle with salt and pepper and broil 8 to 10 minutes per 1 cm thickness. Do not turn. While fish is broiling, mix mayonnaise, cheese, sweet pickle, parsley, thyme and cayenne pepper. Beat egg whites until stiff and fold into mayonnaise-cheese mixture. Spread sauce on each cooked fish portion on broilerproof platter and place under broiler for 1 to 2 minutes until sauce is puffed and browned. Serves 8.