Make incisions in both sides of the fish and lard it with smoked bacon strips. Make 4 or 5 incisions across the back of fish to allow for stretching during baking. Salt the inside and outside.
Place the fish in a casserole with three quarters of the butter. Bake in a 400°F. oven for 10 to 15 minutes. Remove fish from pan and keep it hot.
Add onion to the butter in the pan and slowly wilt it on top of the stove. Mix in the sour cream and heavy cream. Bring to a slow simmer and add paprika.
Mix flour with remaining butter and add to the simmering cream, whipping it rapidly. The sauce should be thickened in a few minutes. If too thick add additional heavy cream. If not thick enough add additional flour and butter mixture. Strain the sauce and serve in a sauceboat.