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melt crisco in a heavy saucepan over medium heat. stir in onion. cook until tender, stirring occasionally. stir in mushrooms; cook 2 to 3 minutes longer. remove from heat. stir in parsley, salt, and lemon juice.
preheat oven to 350°F.
thaw frozen fish; rinse and pat dry. place in a greased 11- x 7-x 1-1/2-inch pan or broiler-proof serving platter. spoon vegetable mixture over fish. pour cooking sherry over all.
bake at 350°F for 20 minutes or until fish flakes easily. serve with lemon and lime wedges.