Place cashews in a tightly sealed plastic bag and pound using a hard, flat instrument, such as a metal measuring cup or a meat mallet. Crush the nuts into small pieces, being careful not to leave big pieces since they will fall off the fish.

Preheat the oven to 450 Fahrenheit. Heat 1 teaspoon olive oil in a fry pan over medium heat. Add bread crumbs, crushed cashews, garlic, parsley, and lemon zest. Cook, stirring, until lightly browned. Season with 1/4 teaspoon salt and stir. Set aside.

Spray a baking sheet with cooking spray. Arrange halibut fillets on sheet and season both sides with 1/4 teaspoon each salt and pepper. Use a pastry brush to brush the tops and sides of fillets with olive oil. Bake for 10 minutes. Remove from oven and press the crust onto the tops and sides of fish. Return to oven and cook two more minutes, until crust is brown and a fork meets no resistance when inserted into the fish.