Preheat the oven to 400F. Spray a wire rack and rimmed baking sheet with cooking spray. Alternatively, you can line the baking sheet with aluminum foil or parchment paper for easy cleanup. Place the baking rack inside the baking sheet.
Create a breading station for the chicken: In a large shallow bowl, have ready your almond flour. In a second large shallow bowl, whisk together the eggs and dijon mustard until well beaten. In a third large shallow bowl, spread the chopped pecans.
Season each chicken thigh with salt and pepper on both sides. Dredge a piece of chicken in the almond flour and coat completely, followed by beaten egg mixture to coat completely; finally, coat completely in the chopped pecans and place the chicken on the prepared baking sheet with rack. Repeat the process with each piece of chicken.
Bake 20 minutes, or until a thermometer inserted in the center of the chicken registers an internal temperature of 165F or higher. Serve with your favorite dipping sauce.