Put the rice in boiling salted water, cover and leave to soak for 8 minutes over a mild heat.
Melt butter or margarine. Sweat the flour and mustard in it. Pour in the broth and cream, season with salt, pepper and sugar. Let simmer for a few minutes.
Whisk the egg yolk and stir it into the cream, do not let it boil anymore! Preheat the oven to 250 degrees (circulation 225 degrees).
Pour the drained rice into a greased baking dish. Season the fish fillets with salt, pepper and lemon juice and place on the rice.
Pour the sauce over it. Bake the fish on the 2nd rack from the top for 8 minutes and sprinkle with chopped dill.