Preheat the oven to 450 degrees F. Brush a non-stick or parchment-lined baking tray with the oil. Combine the crushed crackers, lemon zest, and pepper in a sided dish. Brush the fish lightly with the mayonnaise; coat in the cracker mixture, gently pressing it on. Place the fish on the baking tray. Bake 5 minutes; carefully flip each fillet over. Bake 5-7 minutes more, or until just cooked through and golden.
Note: A food processor can be used to finely crush the crackers.