1. Cut the filets in half length-wise. Roll each piece into a pinwheel and fasten with a toothpick. Place in the bottom of a large covered casserole.
2. Combine 2 tablespoons butter, salt, pepper, onion, cognac, and wine. Pour over the fish.
3. Cook, covered, in the microwave oven until the fish is done and has lost the translucent look, even in the center. (This will take about 5 minutes or so.)
4. Transfer the fish to a warm serving tray. Put a shrimp in the center of each pinwheel. Keep fish warm.
5. Return the casserole, uncovered, to the microwave oven and continue cooking to reduce the liquid to about 1/3 of its original amount.
6. Beat the egg yolk with the cream and stir in the pan juices. Stir in the remaining butter. Pour into the casserole and reheat to just short of a boil.
7. Pour over the fish. Heat the asparagus spears. Arrange the asparagus and remaining shrimp decoratively around the fish and serve.
