Preheat the oven to 350°F (180°C). Brush oil over a small rimmed baking sheet and place the fish on the sheet. Brush the fish with olive oil and sprinkle with salt and pepper.
In a processor, combine the pecans, parsley, and lemon zest. Process to grind finely. Add the butter and blend until the mixture starts to cling together. Spoon the nut mixture onto the top of the fish fillets, pressing to adhere. Roast the fish until it is almost cooked through, about 12 minutes.
Position a rack so the fish will be 4 inches from the heat source, and turn on the broiler. Broil the fish until the nuts brown, watching carefully, about 4 minutes. Transfer the fish to 4 warmed plates and serve right away.