1. Any fillets about 1.5cm / 1/2" thick will work great with this. I have only tested this with thinnish fillets, like the Silver Dory (I think!) pictured that are quick to cook in the oven. I haven't tested it with thicker fillets like salmon - query whether the longer cook time and more space around the fish in the baking dish means more liquid required for the sauce.
If you use thawed frozen fish, PAT DRY with paper towels to remove as much excess water as possible. Chances are, your sauce will be a little thin for your liking because frozen fish drops so much more liquid than fresh - see Note 4 for how to fix this. Or use a larger roasting pan - a metal one: heats up faster, and more exposed space between fish = faster sauce evaporation.
2. If you want to go healthier, the cream can be substituted with evaporated milk. If swapping with light cream, increase mustard by 2 tsp.
3. A little sprinkle of finely chopped scallions / shallots (or eschallots or even onions) really adds a little something-something to the sauce. But this can be omitted.
4. This sauce is not intended to be thick and gravy-like. It is a light lemon cream sauce, suited to fish. However, it should not be watery. The actual sauce consistency will differ depending on the fish that you use - different fish drop different amounts of water while baking. If you really want to thicken the sauce, just take the fish out of the baking dish and return the pan to the oven for a few minutes. Without the fish, the sauce will thicken quickly so keep an eye on it!
5. Nutrition per serving, assuming 180g/6 oz white fish fillets like John Dory/Tilapia are used and that all sauce is consumed.