1. Let frozen fish fillets stand at room temperature 15 minutes to thaw slightly.
2. Preheat oven to 450°F. With serrated knife, cut block of frozen fish crosswise into 4 pieces. Place fish in greased 10" by 6" baking dish; bake 25 minutes.
3. Meanwhile, in 2-quart saucepan over medium heat, melt butter or margarine; add green onion and cook until tender, stirring occasionally. Stir in flour and pepper until blended. Gradually stir in milk; cook over medium heat until thickened, stirring constantly (sauce will be thick). Remove from heat.
4. Reserve 2 tablespoons shredded cheese; stir remaining cheese into sauce until blended. Spoon cheese sauce over fish. Sprinkle with reserved cheese. Bake 3 to 4 minutes longer, until fish flakes easily when tested with a fork and cheese melts.