Place each pork chop between two pieces of plastic wrap. Use the the flat side of a meat mallet to lightly pound each chop to about 1/4-inch thickness. In a shallow dish beat together egg, mustard, and cayenne pepper just until combined. In another dish stir together bread crumbs and pecans; place flour in a third dish. Coat each pork piece with flour, dip in egg mixture, and then coat with crumb mixture.
In a 12-inch skillet heat oil over medium-high heat. Add pork slices. Cook for 6 to 8 minutes or until slightly pink in the center, turning once. (If necessary, reduce heat to medium to avoid burning.) Spread mayonnaise on buns or bread. Serve pork in buns or between two slices of bread with lettuce and tomato slices. Makes 4 sandwiches.