Preheat oven to 180 degrees C. Lightly butter a large baking dish.
Rinse and dry fillets. Season with 1 teaspoon salt and 1/8 teaspoon pepper.
In a frypan or frying pan melt butter over medium heat. Saute onion in butter until golden. Stir in flour until completely incorporated. Stir in mustard, 1/2 teaspoon salt, cream and milk. Cook until thickened, stirring constantly. Remove from heat and stir in cheeses. Pour sauce over fish and sprinkle with paprika.
Bake in preheated oven for 30 minutes, until brown and bubbly.