Preheat oven to 220 degrees C. Brush melted butter on one sheet of filo pastry. Lay another sheet directly on top of the first sheet, and lightly brush it with butter. Repeat with remaining 2 sheets of filo then cut sheets in half.
Season the fish fillets with salt and pepper. Place a fillet near the bottom edge of one of the halved sheets of filo. Sprinkle with dill. Fold in the sides of the filo, then wrap the fillet. Place on a baking sheet, and lightly brush with butter. Repeat with the other fillet.
Bake in a preheated oven until the pastry is puffed and golden brown, about 12 to 15 minutes.
Meanwhile, bring lemon juice to a boil in a small saucepan over high heat. Boil until almost evaporated. Reduce heat to medium, and stir in cream. Simmer until the cream thickens a little. Stir in spring onions, and season with salt and pepper. Serve the fish parcels with the sauce.