Preheat oven to 425°F. Line a baking pan with parchment paper. Combine first 6 ingredients in a shallow bowl. Brush top of halibut fillets with mayonnaise.
Set one piece of halibut, mayonnaise-side down, on pistachio mixture. Press down on fish to help pistachio mixture adhere. Set fish, coated-side-up, in baking pan. Repeat with other fillets. Top fish with any pistachio mixture left in the bowl. Bake fish for 12 to 14 minutes, or until just cooked through. Plate fish and garnish with lemon slices.
Note: Shelled pistachios are available in our Bulk Foods Department. To coarsely crush them, place them in a thick plastic bag and hit with a kitchen hammer.
You could also roll and crush them with a rolling pin. Panko breadcrumbs are sold in our Ethnic foods aisle.