Pre-heat the oven to gas mark 4, 350ºF (180ºC).
First of all melt half the butter and all the oil together in a pan and fry the onion gently until soft and golden. Add the mushrooms and cook until all the juices have evaporated and the remaining mixture is a dryish, spreadable paste – this will probably take about 20 minutes. Remove from the heat, season with salt, pepper and nutmeg, then transfer all but 2 tablespoons of the mixture to a basin and mix with the parsley.
Next cut the fish fillets in half lengthways and spread an equal quantity of the mushroom mixture on the skinned side of each piece. Roll up the fillets from the head to the tail end and place closely together in a baking dish. Pour in the wine or cider, place a piece of buttered silicone paper (parchment) directly on top of the fish and bake in the oven for 20 minutes.
Meanwhile, melt the remaining butter in a saucepan, blend in the flour and cook for 2 minutes, stirring continuously.
When the fish is ready, transfer it to a warmed serving dish, using a draining spoon; cover and keep warm. Now add the cooking liquid to the butter and flour mixture, beating all the time to get a smooth sauce, and also blend in the milk. Then bring to boiling point, stirring all the time, add the remaining mushroom mixture, season with salt, pepper and a squeeze of lemon juice and stir in the cream. Pour over the fish and serve garnished with watercress.
