To make coating the fish neater and easier, use one hand for flouring and coating with nuts, and the other for dipping in the egg.
Preheat oven to 450 degrees. Grind pecans in a food processor with on-off pulses, leaving some larger pieces intact and some of the pecans almost a powder. Spread on a plate, and set aside.
Mix flour with salt, pepper, and cayenne to taste. Spread out on a plate. Whisk together egg and milk in a shallow bowl.
Rinse fish, and pat dry. Coat with seasoned flour, shaking off excess. Dip in egg mixture, letting excess drip off. Firmly press on pecans, coating fish completely.
Arrange fillets on a baking sheet, being careful not to overlap. Place in oven, and bake for 15 minutes.
While fish is baking, wash greens, allowing a little moisture to cling to leaves. Tear into medium-size pieces, and place in a large pot. Sprinkle with salt, cover, and cook over medium heat, stirring occasionally, for 3 to 5 minutes, or until greens are wilted and bright green. Season to taste with lemon juice and black pepper.
Place a serving of greens on each of eight plates, and lay a fish fillet on top. Spoon a few tablespoons of chutney on each fillet, and serve immediately.