Hi Barbara - Here is a very easy recipe that we've had in my family for years. It was originally for sole, but orange roughy is a great substitute. I use the sauce on broiled fish, too, without going through the breading process.

Fish with Sauce Colbert

4 fish fillets
1/2 cup flour
2 beaten eggs
3 cups soft bread crumbs
6 TBL butter
For sauce:
4 TBL butter
1 TBL minced fresh parsley
1 tsp lemon juice (or a bit more, to taste)
1/2 tsp Worcestershire sauce
1/4 tsp dry mustard
pinch salt
pepper

Coat the fish in flour, shaking off excess. Dip into egg and then coat with breadcrumbs. Cook in large frying pan in 6 TBL butter on both sides until fish is cooked and crumbs are brown.
In a separate small saucepan, melt butter and add remaining sauce ingredients. Simmer on very low heat for a few minutes to blend flavors and serve over fish filets.