Place The Egg And Pecans In Separate Shallow Bowls. Dip Fillets Into Egg, Then Coat With Pecans. Place In A Greased 15-In. X 10-In. X 1-In. Baking Pan. Bake, Uncovered, At 400 Degrees F For 20-25 Minutes Or Until Fish Flakes Easily With A Fork. Meanwhile, In A Small Saucepan, Saute Shallot In Butter Until Tender. Add Wine. Bring To A Boil; Cook For 1-2 Minutes Or Until Liquid Is Reduced By Half. In A Small Bowl, Combine The Cornstarch, Orange Juice And Mustard Until Smooth; Stir Into Wine Mixture. Bring To A Boil; Cook And Stir For 2 Minutes Or Until Thickened. Serve With Orange Roughy.