Place the pork rinds in a Ziploc bag and crush with the bottom of a glass or a heavy small plate (or a rolling pin)
Combine the crushed pork rinds, the shredded Parmesan cheese and the pepper in a medium sized bowl. Mix well.
In another bowl, use a whisk or fork to stir up the egg (use 2 eggs if your filets are large)
Heat the oil over medium-high heat. Olive oil is a low temperature oil so don't heat it to the smoke point. If you do want to heat the oil higher and therefore crisp the breading more, use refined olive oil (sometimes called “lite”) or ghee. Heat the oil hot enough that when you add a drop of water to the pan it sizzles)
Dip the fish filet into the egg mixture and then dip it into the pork rind mixture. You can use tongs for this or your hands. If it is not thoroughly coated you might want to do a double dip (repeat the egg dip and the pork rind dip for the filet). Place all of the dipped filets on a plate.
When the oil is hot (sizzles when a drop of water added), gently place the filets in the skillet. Do not move them around or try to flip them right away. You want the crust to get crisp. After a few minutes, gently lift the edge of a filet and see if it is brown and crisp. If so gently turn it over to the other side. The fish will cook quickly (only a couple of minutes on each side).
Remove with spatula or tongs to a plate lined with paper towels. Serve with a salad or vegetable and enjoy!