Melt the butter in a medium sauté pan over low heat, add the onion and 1/2 teaspoon of the salt, and sweat until translucent. Add the shallot and continue to cook for another minute. Add the spinach and lemon zest and cook until just heated through. Season with 1/2 teaspoon each of the salt and pepper, add the parsley, and stir to combine. Remove from the heat and keep warm.
Place the heavy cream, wine, and lemon juice into a medium saucepan over medium heat. Once the mixture begins to simmer, gradually add the cheese and stir until melted. Set aside and keep warm.
Cut any large filets in half. Season each filet on both sides with the remaining salt and pepper. Divide the spinach mixture evenly among the filets and roll the fish around the mixture. Spread the rice evenly in a 2.5-quart casserole dish. Place each roll on top of the rice, seam-side down. Pour over the cheese sauce and place into the oven for 25 minutes. Cool for 5 minutes before serving.