Preheat the oven to 350°. Prepare Béchamel Sauce; keep warm.
Place fish in a 13 x 9-inch baking dish coated with cooking spray. Sprinkle with shallots, wine, salt, and pepper; cover loosely with foil. Bake at 350° for 25 minutes. Let fish cool to room temperature. Remove fish from dish into a bowl, reserving cooking liquid. Shred fish with 2 forks; set aside. Strain cooking liquid through a sieve into a bowl; discard solids.
Combine the cooking liquid, mushrooms, clam juice, and lemon juice in a large nonstick skillet. Cover and cook over medium-high heat for 3 minutes or until mushrooms are tender. Stir mushroom mixture and fish into Béchamel Sauce; pour béchamel mixture into six gratin dishes coated with cooking spray. Place shrimp on béchamel mixture, and sprinkle with breadcrumbs. Drizzle with margarine. Broil on second shelf 5 minutes or until shrimp are done.