SOLE MARGUERY Fish fillets in creamy shellfish sauce. This recipe will require all your charm at the fish market —because you need so many ingredients and such small quantities of each—but the result is worth cajolery. 4 fillets of sole 8 oysters 8 Cherrystone clams 1 cooked package cleaned shrimp (or 12 fresh-cooked, shelled) 4 sea scallops 1 cup Sauterne 1 cup water 1/2 lemon, sliced thin 1 tin condensed mushroom soup 3/4 cup milk 2 T sherry 1/4 tsp each dry mustard and paprika 1/2 tsp Worcestshire sauce 4 mushroom caps 4 T minced parsley Grated Parmesan cheese Heat oven to 375.  Combine Sauterne, water and lemon, bring to a boil, lower heat sharply and poach fish fillets for 3 minutes. Remove fish to a buttered shallow baking dish. Surround with drained shellfish and decorate with mushroom caps; arrange for easy service in 4 portions. Combine soup, milk, sherry, mustard, paprika, Worcestershire, and blend smoothly. Gently pour over the fish fillets. Bake 15 minutes in the oven, and remove.  Increase heat to broil; dust the dish with cheese, parsley and paprika, and broil for 4 minutes or until lightly browned.