Thaw fish, if frozen. For sauce, in a saucepan melt margarine. Stir in flour. Add milk all at once. Cook and stir until bubbly. Cook and stir 1 minute more. Add cheddar cheese; stir until cheese melts. Set aside.
For stuffing, mix spinach, egg, stuffing mix, Parmesan cheese, sour cream, and bacon. Stir 1/3 cup of the sauce into the stuffing.
Place fillets lengthwise in a 3-quart rectangular baking dish. Spoon one-sixth of the stuffing over each fillet in dish. Bake, covered, in a 350 degree F oven for 25 to 30 minutes or until fish flakes easily with a fork.
To serve, reheat sauce and serve over each fillet and stuffing. Pass remaining sauce. Makes 6 servings.