Preheat oven to 180 degrees C. Butter 8 small ovenproof ramekins.
Cut fish into 8 pieces and arrange in a shallow 20x30cm baking dish. Pour wine over fish and sprinkle with 1/8 teaspoon ground white pepper.
Bake in preheated oven for 20 minutes or until fish flakes easily; keep oven on for final step.
Melt 2 tablespoons butter in a large saucepan over medium heat. Saute mushrooms, onion and red capsicum until tender; remove from heat and set aside.
Melt remaining 2 tablespoons butter in the saucepan over low heat. Mix in flour and cook for 1 minute, stirring constantly until smooth. Gradually add milk and increase heat to medium; stir constantly until mixture is thick and bubbly.
Stir in mushroom mixture, salt and remaining 1/8 teaspoon ground white pepper to saucepan, stirring until well combined. Remove sauce from heat and set aside.
Remove fish from wine carefully with a slotted spoon and place 1 piece into each ramekin. Sprinkle crabmeat evenly on tops, followed by 2 tablespoons sauce and 1 1/2 teaspoons cheese in each dish.
Bake in preheated oven for 5 minutes or until cheese is hot and bubbly; serve immediately.