Preheat oven to 425 degrees. Lightly grease a 9x13 inch baking dish.
In medium bowl, mix together the breadcrumbs, Parmesan cheese, butter, mayonnaise,lemon juice, cayenne and parsley; season to taste with salt and pepper.
Pat the fish fillets dry with paper towels (so they won' t get mushy while baking). Season fish with salt and pepper and arrange in the prepared baking dish.
Spread 2-3 tablespoons of the breadcrumb mixture over each fillet, pressing down to coat well.
Place in preheated oven and bake until bubbly and almost cooked through, about 10-12 minutes. Internal temperature should be about 125-130° when tested with a meat thermometer.
Turn oven to broil. Broil fish for 2-3 minutes until coating is golden brown and crispy. When done, the fish should flake easily with a fork.
Remove from oven and serve with lemon cream sauce.
To make Lemon Cream Sauce: while fish is baking, melt butter in a medium saucepan over medium heat.
Add garlic and cook for 1-2 minutes. Stir in flour and cook for an additional minute.
Whisk in cream and cook and stir until sauce thickens slightly. Stir in lemon zest and simmer a few minutes more.
Remove from heat and stir in lemon juice and parsley. Season with salt and pepper, to taste.