Combine the ingredients for the mayonnaise in a small bowl; cover and store in the fridge until the fish is ready. Combine the breadcrumbs, salt, pepper, paprika and cayenne in a shallow dish. Brush the snapper fillets lightly on both sides with the mayonnaise, and then coat in the bread crumbs, gently pressing on the crumbs to help them adhere. Heat the oil in a large non-stick skillet over medium to medium-high heat. Cook the snapper for 3 to 4 minutes per side, or until cooked through and golden. Garnish with lemon slices and serve with a dollop of the lemon scallion mayonnaise.