Preheat the oven to 450 degrees F. Brush a non-stick or parchment-lined baking tray with the oil. Combine the bread crumbs, paprika, oregano, cayenne pepper, salt and pepper in a wide, sided dish. Brush the fish all over with the mayonnaise. Set the fillets on the bread crumb mixture, turning to coat and gently pressing the crumbs on. Set the fish on the baking tray. Bake 5 minutes, and then carefully flip the fish over. Bake 5-8 minutes more, or until just cooked through.