For the sauce, boil milk with the cut onion and bay leaf, simmer covered for 10 minutes; filter.
Sauté flour in butter for 1-2 minutes, stirring constantly, slightly cool, add milk, bring to a boil. Fill with salt, pepper, nutmeg, and keep cooking for 2 minutes. Working one at a time, beat in egg yolks and cook sauce, stirring constantly, until thicken.
Shred fish with a fork, add to the sauce. Then mix in cream and stir until of a smooth consistency.
Whisk egg whites into fluffy picks and combine 1/4 with fish mix, then fold in the remaining eggs.
Put the mix in the greased form, even the surface and make a drawing as if fish scales. Bake at 175 °С 20-25 minutes.
You can use any smoked fish in place of mackerel. If preferred, add cut dill.