Place the fish bones in a 2-quart glass bowl or casserole with water.
Add salt, pepper, bay leaf, carrot, and onion.
On highest setting, bring to a boil.
Reduce heat to "simmer" setting and cook for 10 minutes.
Strain stock and cool.
Combine milk and flour in a medium bowl and blend to a smooth paste.
Stir in fish stock.
Cook on "simmer" setting for 3 minutes, stirring twice.
Remove from heat.
Stir jn 2 tablespoons butter and shrimp.
Add a dash of cayenne pepper to taste.
Stir in 2 tablespoons cheese.
Roll fillets and stand them in a buttered baking dish.
Ease open the middle of each fillet to make a 1-inch hole.
Secure rolls with a toothpick.
Fill the fillets with sauce.
Cover and cook on highest setting for 8 to 9 minutes.
Sprinkle the remaining cheese on fish, and re-cover.
Let fish stand, covered, for 5 minutes to complete cooking.
Strain fish juices from baking dish into a medium glass bowl.
Add 2 tablespoons butter and the white wine.
Bring to a boil on highest setting and continue to boil until mixture is reduced by half.
Pour into a sauce boat.
Serve the fish on a bed of cooked rice mixed.
with sliced green pepper.
Garnish with lemon twists and parsley.