Puree pecans in a food processor until approximately the size of the panko grains. (Optional) If you're using shredded pecorino romano cheese rather than the powdered stuff, I suggest tossing it in the food processor with the pecans and blitzing it a few times as well. This way the cheese will be smaller and evenly distributed in the breading mixture.
In a flat and wide container (with enough space to lay the trout filets in, like a chinese food container) mix all ingredients except the egg, ½ cup pecans, ½ cup panko, ¼ cup grated pecorino romano, ½ each salt and pepper. Set aside.
In another flat and wide container, crack and scramble the egg. Set aside.