Preheat oven to 400 degrees F (200 degrees C). Spray a baking sheet with cooking spray.

Mix pecans, rosemary, salt, and black pepper in a shallow bowl. Place flour in a separate shallow bowl. Dip trout fillets in flour and shake off excess; dip fish into beaten egg, then into seasoned pecans, lightly pressing pecan coating onto fish. Arrange fillets on the prepared baking sheet.

Bake in preheated oven until fish flakes easily with a fork, 10 to 12 minutes.