Choose a casserole into which the fillets of fish will fit snugly, and put them into it with the shallot, thyme, bay leaf and wine. Poach them for 10 to 15 minutes, according to their thickness.
Meanwhile make a roux by heating the butter and working the flour into it, without letting it brown. When the fish is done, lift it out and keep it warm. Strain the cooking liquid and add it lit