Thaw the fish fillets and clean them well from any remaining pieces of ice. Rub them with lemon and seasonings for fish and arrange them in a tray, greased with half the oil. Pour in the wine, add the cut into slices mushrooms, and sprinkle the top with the remaining oil.
Bake for 20 minutes at 392°F (200 °C), add the cream and bake for another 5 min. Serve each pangasius fillet hot with a slice of butter and sprinkled with fresh parsley.