Preheat the oven to 375 degrees F. Line a baking sheet with parchment paper. Brush the parchment paper with the oil; set the baking sheet aside. Combine the crushed pecans, breadcrumbs, salt and cayenne pepper on a wide plate. Coat the fish in the flour, shaking off the excess. Thoroughly coat the fish in the egg mixture, and then set on the pecan mixture. Coat the fish on both sides, gently pressing on the pecan mixture to help it adhere. Set the fish on the oiled baking sheet. Bake for 15 minutes, or until cooked through.