Preheat oven to 350 degrees F.
Put a large sheet tray in oven and heat it for 1/2 hour.
Begin by patting the halibut fillet dry. If you have a tail end piece cut the fillet down the middle so you can invert the 2 pieces next to each other to form a nice rectangular shape that matches the bread. Set up a breading station with flour, beaten egg and milk, and bread crumbs in separate containers. Season with salt and pepper. Dip each fillet into the flour, egg mixture, and then panko. Set aside on a tray at room temperature to let the coating set.
Pull out sheet tray from oven, add a 2-count of oil and transfer breaded fish to tray. Sprinkle with olive oil. Bake for 30 minutes or until golden brown.
Combine lemon herb mayonnaise ingredients in a bowl and blend until well combined. Season with salt and pepper, to taste. Split the baguette in half horizontally. Open it up and toast it in a hot oven until just warmed through. Smear each half with lemon herb mayonnaise and stack up arugula, tomato and avocado on 1 half. Top with crispy panko fish fillets and top with the other half of bread. Skewer in 2 places and cut across the middle. Serve with more lemon-herb mayonnaise on the side.