Place the buttermilk in a large bowl and add the chicken pieces. Allow them to soak while the oven heats and you prepare the other ingredients.
On a large plate or baking tray, combine the chopped pecans, bread crumbs, 2 teaspoons salt and 1 teaspoon black pepper.
Lightly oil a baking pan that is large enough to hold all of the chicken pieces with at least 1/2-inch between each piece. (Use two trays if necessary.)
Remove the chicken one piece at a time from the buttermilk. Allow excess buttermilk to drip off, and then place the breast in the breadcrumb mixture, pressing down so both sides are well coated. Place the breast on the oiled baking sheet and repeat with remaining pieces.
Bake the chicken until the exterior is golden brown and the chicken feels slightly firm to the touch, about 20 to 25 minutes. If you like, turn the broiler on for the last 2 or 3 minutes of cooking to make the bread crumbs extra brown.
To make the Citrus Yogurt Sauce, juice the citrus fruit and add 1 tablespoon of the juice and a dash of salt and pepper to the yogurt. Stir to combine. Taste and add more juice and seasonings as desired.
Sprinkle the hot chicken with a little salt and serve immediately, passing the yogurt sauce on the side, if you like.