Preheat oven to 425°F. Spray foil-lined baking sheet with cooking spray. Place FROZEN fillets, skin-side down, on baking sheet. Bake 20 to 24 minutes or until fish flakes easily with fork (145°F).
Meanwhile, place all remaining ingredients in small saucepan; stir to blend in flour. Cook and stir over medium-high heat until mixture comes to a boil; cook 1 to 2 minutes more or until thickened. Serve sauce over fish.