Preheat a grill to hot.
In a bowl, combine the egg and dressings. Generously coat both sides of the filets in the mixture and set on a plate. Generously season both sides of the filets with the Mesquite seasoning or salt and pepper. Gently pat in.
Grease the grates with oil or spray butter. Place the fish on the grill and close the lid to retain the smoke flavor. Grill about 3 - 4 minutes per side or until flaky.
Meanwhile, in a cast iron skillet melt the butter until it starts to simmer. Stir in the pecans and cook for about 2 minutes stirring occasionally. Be sure not to burn the butter.
Pour in the whiskey and bring to a boil, stirring constantly. Cook 1 - 2 minutes or until mixture reduces slightly.
Top the filets with the pecan glaze and serve immediately.