Thaw fish fillets, if frozen; rinse and pat dry with paper towels. Place one-fourth of the sliced smoked salmon atop each fish fillet. Roll up jelly-roll style.
Place rolls, seam side down, in a 2-quart square baking dish. Bake, covered, in a 350 degree F oven for 20 minutes. (Fish will not be done.)
Meanwhile, in a small mixing bowl combine cream cheese and mustard; set aside. Using a slotted spatula, remove fish rolls from the baking dish. Pat dry with paper towels; set aside.
Using four phyllo sheets and 3 tablespoons of the butter or margarine, stack phyllo, brushing each sheet generously with butter or margarine. (Keep remaining phyllo covered with a damp towel.) Halve phyllo stack lengthwise.
Spread about 2 tablespoons of the cheese mixture around the outside of one fish roll. Place fish roll near one end of phyllo strip. Carefully lift short end of phyllo over roll, pressing it against fish. Roll up, folding in the sides as you roll.
Brush end of phyllo strip with a little butter or margarine; press to seal. Place roll, seam side down, on a rack in a shallow roasting pan. Repeat with second fish roll.
Spread and wrap remaining fish rolls, using remaining phyllo sheets, 3 tablespoons of the butter or margarine, and 4 tablespoons of the cream cheese mixture.
Make 3 diagonal cuts in the top layers of each roll. Brush with remaining butter or margarine. Bake in a 400 degree F oven for 20 to 25 minutes or until golden.
Meanwhile, for sauce, in a 1-quart saucepan combine remaining cheese mixture, flour, parsley, and paprika; stir in chicken broth. Cook and stir over medium heat until thickened and bubbly. Cook and stir for 1 minute more.
To serve, spoon a little sauce onto 4 dinner plates; arrange fish rolls atop sauce. Garnish with a carrot curl, if desired. Pass remaining sauce. Makes 4 servings.