1) Preheat the oven to 350F. Coat a 12X8X2-inch baking dish with cooking spray.
2) Wash the red snapper fillets under cold running water. Place them in a 12X8X2-inch baking dish.
3) In a bowl, mix mayonnaise, yoghurt, lime rind, lime juice, tarragon and pepper. Pour the mixture over the red snapper.
4) Bake for about 20 minutes without a lid on. The fish must flake easily when completely done.
5) Serve the Red Snapper fillets on a warm serving plate. Garnish with parsley leaves and lime slices.