Preheat the oven to 425 degrees F. Line a baking sheet with parchment paper. Brush the paper with the oil. Place the cornstarch and egg mixture in separate, shallow bowls. Combine panko and Cajun spice or seasoning salt in a third shallow bowl.
Coat a piece of fish in cornstarch, and then thoroughly coat with the egg mixture. Next, coat the fish in panko, gently pressing it on to help it adhere, and set on the baking sheet. Repeat with remaining fish. Bake the snapper 6 minutes, and then carefully flip each piece over. Bake 6 minutes more, or until just cooked through. Plate the fish and serve, if desired, with tartar sauce and lemon slices.
Note: Panko is sold in boxes or bags in the Asian foods aisle.