Preheat oven to 400 degrees. Coat shallow baking dish with nonstick cooking spray. Pat fish dry with paper towels. Sprinkle fillets with lemon pepper; place in shallow baking dish. Bake 8-10 minutes or until fish flakes easily with a fork.
Meanwhile, melt butter in medium skillet over medium heat. Add shallot and mustard seed; cook and stir 2 minutes. In small bowl, stir mustard and cornstarch into broth. Add broth mixture to skillet; cook and stir until thickened. Stir in dill. Drizzle sauce over fillets and serve.