Butter a pan large enough to take the fillets without overlapping and sprinkle the shallots over the base. Cover with buttered paper or foil and poach in the oven for about 5-6 minutes. When cooked, remove the fish, cover and keep warm.
Set the liquor over a high heat and reduce until it is syrupy, then add the cream and bring back to the boil. When boiling, remove the pan from the heat and gradually whisk in the butter, and continue whisking until it has all melted.