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Pre-heat the oven to 425 degrees F.
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Coat a small baking dish well with grapeseed, canola, or similar unflavored oil
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Dry the fish fillets with a paper towel
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Mix the mustard and mayonnaise and spread half of it over the top of the fish and on the sides. Add half the dill and ground pepper to taste. Coat with half the crushed pretzels, pressing the coating into the fish fillet so it sticks.
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Turn the fillets over. Repeat the mustard/mayonnaise, dill, pepper and crushed pretzels on the second side.
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Put the fillets in the baking dish and tip it to catch any extra oil. Drizzle that extra oil on top of the fillets. Bake the fillets for 10-15 minutes until they are just done all the way through (flaky when pricked with a fork.)
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You may turn them over halfway through - it's optional, but results in more evenly browned crust.
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Serve immediately with lemon wedge.