Mix pecans, bread crumbs and lemon peel in shallow bowl. Beat egg and milk with wire whisk or fork in another shallow bowl.
Cut fish into 4 serving pieces. Sprinkle both sides of fish with salt and pepper. Coat fish with egg mixture, then coat well with pecan mixture, pressing slightly into fish.
Heat oil in 12-inch nonstick skillet over medium heat. Add fish. Reduce heat to medium-low. Cook 6 to 10 minutes, turning once carefully with 2 pancake turners, until fish flakes easily with fork and is brown. Serve with lemon wedges.