Cook fish fillets in wine and lemon juice until tender.
Melt 1 tablespoon butter over medium low heat in a skillet; sauté mushrooms until tender. Remove orange roughy to a hot platter and keep warm.
Heat wine to boiling and continue boiling for 10 minutes. Beat egg yolks in a small bowl; add cream. Pour wine over the egg and cream mixture while stirring briskly. Add remaining butter, mushrooms, parsley, salt, and pepper; pour over the hot fish.
Orange roughy recipe serves 6.