Preheat oven to 400 degrees. Spray a baking dish large enough to hold the rolled fish fillets such as an 11 x 7-inch with cooking spray.
Heat 2 tablespoons butter in a small skillet or saute pan over medium heat. When the butter has melted, add the shallot and red bell pepper. Cook for 4-5 minutes or until very soft, being careful not to brown the vegetables. Transfer the vegetables along with all the butter to a bowl.
Add 1 1/2 tablespoons parsley, Worcestershire sauce, mayonnaise, dry mustard, 1/2 teaspoon Old Bay seasoning, cayenne pepper, crushed crackers, and crab. Stir well and season with salt and black pepper to taste.
Flip the fish fillets so what was the skin side is facing up. Place equal amounts of the filling in the center of each fillet. Roll up and secure with a toothpick if necessary. Place in the prepared baking dish.
Whisk together the white wine, cream, all-purpose flour and 1/8 teaspoon Old Bay seasoning.
Pour the sauce around the fish fillets. Dot the rolled fillets with the remaining 1 tablespoon butter.
Bake uncovered for 20-25 minutes or until the sauce is bubbling and an instant-read thermometer inserted into the center of the filling registers 155 degrees.
Transfer the fillets to a platter or individual plates. Stir the sauce to incorporate the butter and pour over the fish.
Garnish with remaining chopped fresh parsley and serve with lemon wedges.