Combine egg and milk in a shallow dish. Set aside.
Combine breadcrumbs, coconut and lime in a separate shallow dish and set aside.
Lightly season fillets with salt and pepper, dip into egg mixture, then dredge in coconut mixture.
Arrange fillets on a lightly greased parchment-lined sheet pan.
Bake at 450° F for 15 minutes until fish flakes easily.
Serve each fillet with approximately 11/2 tablespoons of Mustard Lime Sauce.
Mustard Lime SauceWhisk together ingredients until smooth.