Heat oven to 425ºF. In a medium bowl, stir together the nuts, panko, flour, and butter. Set aside.
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 until the crust is golden brown, 5 to 10 minutes.
Remove from the oven and allow to stand 10 minutes before serving.