Preheat oven to 400 degrees F. line a baking sheet with foil and coat with a non-stick cooking spray.
In a food processor, add pecans and process to crumbs. Place pecan crumbs on a plate. Note: if using pecan meal, simply place on plate.
Place beaten egg in a bowl. Add salt, pepper, and thyme and whisk together.
Spread Dijon over all sides of the halibut.
Dip halibut into the egg then the pecans and place on prepared baking sheet. Repeat with second piece of halibut. Drizzle fish with oil.
Place in oven and bake until cooked through, 12-15 minutes.