Combine the mayonnaise and spices in a medium bowl. Combine the panko, salt and pepper in a shallow-sided bowl.
Preheat oven to 400 degrees F. Line a baking sheet with parchment paper. Brush the top of the parchment with the oil. Cut the fish into finger-sized pieces, each about 5” long and 1½” wide. Add the fish to the mayonnaise mixture and toss to thinly coat each piece.
Now coat each fish strip in panko, gently pressing it on to help it adhere.
Set the fish in a single layer on the baking sheet. Bake 12 to 14 minutes, or until cooked through and golden. Arrange the fish on a platter or individual plates. Garnish with lemon slices and, if desired, serve with cocktail or tartar sauce for dipping.