Trim fillets and place in a shallow, greased, glass baking dish. Add the cream and sherry. Season with salt and pepper. Add shrimp. Bake in a hot 400 degree oven until cream and sherry have thickened and cooked down. Sprinkle with buttered bread crumbs over the surface. Place under broiler until sauce bubbles and browns in spots. Can add lemon slices or parsley for a garnish.