Preheat oven to 375 degrees.  Heat the oil in a large skillet.

In a food processor, coarsely grind the onion, shallots and parsley, and add to the skillet. Sauté until translucent. Add the mushrooms, and saute until most of the liquids evaporate. Turn off the flame. Add the remaining stuffing ingredients and mix thoroughly.

Put some of the filling in the center of a fillet, and close the fillet around the filling. Place the roll in a baking pan, seam side down. Repeat with the remaining stuffing and fillets. Make sure the pan is not too large for the fish, so the stuffing doesn’t ooze out of the fillets (if necessary, fill some empty spaces with bunched-up foil).  Spray cooking spray on top of the fillets, and sprinkle with the paprika. Bake about 30 minutes, or a little longer, until the fish flakes easily. Serve hot or at room temperature.