Arrange the fish fillet in a microwave-safe baking dish, with the thickest parts of the fillet toward the outside of the dish. Fold any very thin fillets over to cook more evenly. Set aside while preparing the sauce.
In a separate microwave-safe dish, melt the butter on high (100%) power. Stir in the flour, salt, pepper, and nutmeg and cook on high (100%) power for 30 seconds. Stir in the evaporated skim milk and cook on high (100%) power 1 to 2 minuted longer. Stir again and cook for 1 minute longer until milk is boiling and mixture has thickened. Stir in the Gorgonzola or other blue cheese until it partially melts.
Pour the sauce over the fish fillet. Do not cover. Cook on high (100%) power for 3 minutes. Rotate dish and cook another 3 to 4 minutes on high. Allow to stand 2 minutes at room temperature. Sprinkle with parsley before serving.