Preheat oven to 425°.
To prepare fish, arrange fillets, skin sides down, in a 9-inch pie plate coated with cooking spray. Sprinkle with wine, salt, and 1/4 teaspoon pepper; top with shallots. Cover with foil; bake at 425° for 30 minutes or until fish flakes easily when tested with a fork.
To prepare sauce, combine mayonnaise and broth in a small skillet, stirring well with a whisk. Cook over medium-low heat until thoroughly heated (about 2 minutes). Remove from heat, and stir in chives, parsley, mustard, juice, and 1/4 teaspoon pepper. Serve fish and sauce over rice.