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Place a piece of aluminum foil on a baking sheet and brush it liberally with vegetable oil. Place the mahi mahi on the foil and sprinkle each fillet with salt and pepper on both sides. Bake for 5 minutes. Remove from the oven and brush each fillet with the coconut milk. Divide the nut mixture among the tops of the 4 fillets, patting the mixture to spread and adhere to the fillets. Return to the oven and bake for 5 to 10 minutes, or until the crust is golden brown.
Remove from the oven and allow to stand 10 minutes before serving.