Arrange fillets in an 11- x 7- x 1 1/2-inch baking dish coated with cooking spray. Sprinkle with salt and pepper. Pour wine and lemon juice over fillets. Cover and bake at 400° for 10 minutes. Drain fillets, reserving liquid.
Melt margarine in a nonstick skillet over medium-high heat. Add shallots and garlic; saute until tender. Add mushrooms; saute until liquid evaporates.
Combine 2 tablespoons milk and flour, stirring with a wire whisk until smooth. Place reserved liquid in a small saucepan over medium-high heat; cook until reduced by half. Add remaining milk to reduced liquid, stirring constantly. Add flour mixture to milk mixture, and bring to a boil; cook, stirring constantly, 1 minute or until wine sauce is thickened and bubbly.
Spoon mushroom mixture over fillets; top with wine sauce, and sprinkle with cheeses. Bake, uncovered, at 375° for 10 minutes. Broil 5 1/2 inches from heat (with electric oven door partially opened) 2 minutes or until lightly browned. Serve immediately.