Heat the oven to 350° F. Lightly butter a baking dish or spray with nonstick cooking spray.
Arrange the haddock in the baking dish. Sprinkle lightly with salt and pepper and drizzle with the 2 tablespoons of melted butter.
Bake for about 25 minutes, or until the fish flakes easily with a fork.
Meanwhile, prepare the sauce.
Melt the 3 tablespoons of butter in a medium saucepan over medium-low heat. Stir in the flour, 3/4 teaspoon salt, paprika, nutmeg, and a dash of cayenne pepper. Cook, stirring, until smooth and bubbly. Add the light cream and milk, stirring constantly. Cook, stirring, until thickened. Whisk about 1/3 of the hot sauce into the beaten egg yolks. Return the egg yolk mixture to the saucepan, stir in the sherry, and cook, stirring, for about 2 minutes longer, until hot. Do not let the mixture boil.
Serve the sauce over the hot baked haddock.
Calories per serving: 433
Fat per serving: 25.7