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Preheat oven to 425 degrees.
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Coat a shallow baking dish with nonstick cooking spray. Place the fish in the pan and set aside.
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Combine the oil, Cajun seasoning, lemon juice and thyme in a small bowl and mix well. Spoon or brush half of the mixture on the fish.
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Combine the breadcrumbs, chopped pecans, parsley, Parmesan cheese and the remaining half of the oil mixture in a small bowl and mix well. Spread mixture onto fish filets.
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Bake for 10 to 15 minutes (longer depending on the thickness of the fish) or until fish flakes easily.
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Garnish with parsley sprigs and lemon wedges.