Line a baking sheet with foil or a silicone baking mat and place salmon filet skin-side down. Squeeze the lemon on the salmon and sprinkle with salt and pepper to taste. If using, lightly dust the top with cayenne pepper to taste.
Bake salmon 8-10 minutes (to medium rare, or longer if you prefer your salmon more done).
Meanwhile, stir together honey and pecans in a small bowl.
Turn oven up to broil. Remove salmon from the oven and spread the pecan mixture over the top. Return to the oven to broil 1-2 minutes, or until pecans are toasted and fish is cooked to your liking.