Preheat the oven to 450 degrees F (230 degrees C).
Line a baking dish with parchment paper.
Combine crushed corn flakes, dill, cayenne pepper, salt, and ground black pepper in a large shallow bowl.
Brush halibut with mayonnaise to evenly coat on all sides.
Gently press the coated halibut fillets into the cornflake mixture to coat all sides; shake off any excess. Transfer breaded halibut fillets to the prepared baking dish.
Bake in the preheated oven until fish flakes easily with a fork, 10 to 12 minutes.
