Wash fillets and wipe with doth.
Cut in serving pieces.
Arrange on greased ovenproof platter and sprinkle with 1 teaspoon salt and pepper.
Melt butter, stir in flour, salt, mustard and cayenne.
When well blended, add milk slowly, stirring constantly over a low heat, until mixture thickens and boils.
Add Worcestershire sauce and cheese and stir until cheese is melted.
Pour sauce over fish and bake in hot oven (450° F.) for 10 minutes until fish flakes when tried with a fork, and sauce is bubbly and brown.