Start with a fish stock and make sure your
stock veg includes fennel. Thicken it with
roux. Season and finish with heavy cream.
Add dill and lemon zest before service.
This is really a dated way of presenting
a fish dish. Perhaps you might consider making
a vinaigrette with extra virgin olive oil, lemon or
meyer lemon juice, white pepper, salt, minced
shallots, fresh dill, and a pinch of sugar. Make
sure and season before adding oil and add dill
before service. I am assuming the fish is fresh
and of good quality. Sauces such as the one you
mentioned before are basically meant to hide
pourly cooked fish or fish that is not of the best
quality. The vinaigrette is a healthy and superior
alternative for cod or halibut.
The sauce you wanted to create is a Veloute. It
is one of the 5 original mother sauces. Milk or cream
can be added. I will caution you against adding to
much acid, i.e. lemon juice, it will eventually make
the sauce unstable, especially if you use milk. Sadly,
I think the mother sauces are a little dated. Enjoy
the cod and remember, use the freshest fish you can
find in your area. The fish is the star, not the sauce.
So many in this trade miss the boat when it comes to
preparing protiens and end up masking or covering the
true flavor of the protien. Put your effort into the actual
cooking of the fish.