Thaw fish, if frozen. Rinse fish and pat dry with paper towels.
Combine egg, half of the cream cheese, and the Parmesan cheese. Stir in broccoli and stuffing mix.
Spoon 1/4 of the stuffing onto each fillet. Roll up, securing rolls with wooden toothpicks.
Place fish in a greased 2-quart square baking dish. Bake, covered, in a 350 degree oven for 30 to 36 minutes or until fish flakes easily with a fork and stuffing is hot.
Meanwhile, for sauce, in small saucepan cook remaining cream cheese, milk and wine until heated through, stirring often. Serve sauce over fish. Makes 4 servings.