Step 1

Adjust oven rack to middle position and heat oven to 300 degrees. Set wire rack inside rimmed baking sheet and spray with vegetable oil spray. Melt butter in 12-inch skillet over medium heat. Add shallot and ½ teaspoon salt and cook until softened, about 3 minutes. Add garlic and thyme and cook until fragrant, about 30 seconds. Add panko and ¼ teaspoon pepper and cook, stirring constantly, until evenly browned, 5 to 7 minutes. Remove from heat and stir in parsley. Transfer panko mixture to shallow dish and let cool for 10 minutes.

Step 2

Whisk mayonnaise, egg yolk, lemon zest, and ¼ teaspoon pepper together in bowl. Pat fish dry with paper towels and season with salt and pepper. Coat tops of fillets evenly with mayonnaise mixture. Working with 1 fillet at a time, dredge coated side in panko mixture, pressing gently to adhere, and place fish crumb side up on prepared wire rack. Bake until centers are just opaque and fish registers 135 degrees, 30 to 40 minutes, rotating pan halfway through baking. Serve.