Preheat the oven to 425° and line a rimmed baking sheet with parchment paper to prevent salmon skin from sticking.
Pulse pecans in a blender until they look like coarse crumbles but not until it looks like dust. Grate Parmesan cheese off the block if needed.
In one small bowl, combine mayonnaise, lemon zest, minced parsley, and some salt and pepper. Mix well.
In another bowl, that is wide and shallow, combine pecans, grated Parmesan cheese, and some salt and pepper.
Pat salmon filets dry with a paper towel and rub the skin with some oil.
Season salmon with a little salt and rub the filets with mayo mixture on three sides but not on the bottom.
Dip each mayo coated salmon filet into the pecan and Parmesan mixture on three sides, patting it down to crust it evenly.
Place crusted salmon onto the baking sheet, skin down, and bake for 18-22 minutes. (Note that the size of salmon will affect the exact baking time, small and thin filets can take as little as 15 minutes and larger, thicker ones can take up to 25 minutes.)