Sauté onion, parsley, and mushrooms in 3 tablespoons of the margarine, stirring constantly until onions are soft.
Place half the fillets in a greased baking dish. Sprinkle lightly with pepper, and spread sautéed mixture evenly over fish. Top with remaining fillets, season with pepper, pour wine over all and dot with remaining margarine.
Bake at 350 degrees F., uncovered, for 15 minutes. Remove from oven and drain, reserving the pan liquid. In a small saucepan, combine flour and milk. Add the reserved pan liquid and cook, stirring constantly, until thickened.
Pour over the fish and bake 5 minutes longer. Sprinkle with paprika and parsley.