Heat a small piece of the butter in a pan, add the shallots and cook gently for 10 minutes over a low heat. Do not allow them to colour.
Meanwhile, set the grill to high. Lightly oil a baking tray and put it under the grill to heat. When the tray is hot, twist the sole fillets and place them in a layer on the tray – you should hear them sizzle as they touch it. Put under the hot grill f