Preheat oven to 350° F.
Combine mayonnaise, Parmesan and Dijon mustard in a small bowl.
Season every layer! Sprinkle salt and freshly ground black pepper onto the trout fillets.
Brush the mayo mixture all over the fish.
Crush the pecan pieces with a mortar and pestle, or pulse in a food processor until they are in tiny bits.
Combine the pecan crumbs, panko and Parmesan in a bowl or flat dish. Season with a quick shake or two of ground cayenne.
Sprinkle the crumb mixture over the mayo-coated fish. Press the crumbs to firmly adhere them.
Bake the crusted trout at 350° F for about 18 minutes, and finish on the broil setting for one minute only.
The trout emerges from the oven with a beautiful golden crust. The inside of the trout remains moist and tender, thanks to the protective mayonnaise treatment.
