Position a rack in the top third of the oven and set it to 250°F. In a small bowl, stir together the mayonnaise, herbs, lemon zest and juice, and pepper to taste.
Season the flesh side of the fish generously with salt and pepper and slather with about two thirds of the lemon herb mayonnaise, making sure to cover all of the fish. Gently turn over the fillets and place them, skin side up, in a shallow baking dish just big enough to hold them. Put in the oven for 15 to 20 minutes, until the fish is just beginning to turn opaque around the edges (cooking time will vary according to the thickness of the fillets). Remove from the oven.
About five minutes before you are ready to eat, turn on the broiler. Gently turn over the fish (you can probably do this with your hands, as the fish will not be very hot) so that the flesh side is facing up and slather on the rest of the mayonnaise mixture. Broil for a minute or so, until the top of the fish just starts to brown and it sizzles a bit. (You do not want to broil it for much longer than this, as the fish will overcook.) Serve immediately.