Preheat the oven to 450 degrees.
Stir the salt into the milk, and pour over the fish.
Melt the butter in a baking dish, coating all sides. Flop the fillets around in the butter, then take them out.
Put the bread crumbs into the pan, stir them about to coat with butter, and remove them with a spoon.
Line the bottom of the dish with a layer of onion. Mix a little white pepper, cayenne, nutmeg, and fennel.
Place the fish fillets into the baking dish, and sprinkle lightly with the spices.
Add a layer of mushrooms, and top with a layer of tomatoes.
Pour the sherry over the dish, then sprinkle with the buttered bread crumbs and chopped parsley.
Bake uncovered at 450 degrees for 15 minutes. Whole fish usually takes a little longer; the fish is done when it flakes easily when tested with a fork.