Place fillets in a shallow dish. Combine lemon juice and 1 Tablespoon wine; pour over fillets. Cover and chill at least 1 hour.
Bring water to a boil; add shrimp, and return to a boil. Reduce heat and simmer, uncovered, 3 to 5 minutes or until shrimp are pink. Drain well and rinse with cold water. Peel and devein shrimp; set aside.
Melt butter in a heavy saucepan over low heat; add flour, stirring until smooth. Cook 1 minute, stirring constantly. Gradually add milk; cook over medium heat, stirring constantly, until thickened and bubbly. Stir in next 6 ingredients and the shrimp.
Drain fillets; roll up. Place seam side down in a lightly greased baking dish; pour sauce over top. Bake, uncovered, at 375°F for 25 minutes or until fish flakes easily, basting occasionally with sauce. Yield: 2 servings.