MIX cream cheese, spinach, basil and nutmeg until well blended. Cut 1-1/2-inch slit in one side of each fish filet. Fill each pocket with 2 Tbsp. of the cream cheese mixture. Place fish in shallow baking pan.
BAKE in 350ºF-standard oven 10 min. or until fish flakes easily with fork. Meanwhile, mix remaining cream cheese mixture with fish stock and cream in saucepan. Bring just to boil, stirring frequently.
FOR each serving: Top each fillet with 2 Tbsp. of the cream cheese sauce just before serving.