Preheat oven to 350f degrees; coat a medium baking dish with veggie spray, set aside.
Lay the fillets flat on a cutting board, sprinkle each with half the salt, pepper and dill. Lay half the strips of carrot, sweet pepper, red onion, sideways on each fillet. Starting on the smallest end of the fillet, roll as tightly as possible to enclose the veggies; place rolls in prepared baking dish seam side down, using tooth picks if necessary. Carefully pour the wine over the rolls; Sprinkle the other half of the salt, pepper and dill over the rolls.
Cover and bake for approximately 20 minutes or until the fish flakes easily with a fork.