Mix veggies with softened cream cheese until blended. Add horseradish, Worcestershire sauce, Dijon mustard, salt, and pepper, to taste.
Remove all bones from lemon sole. Place a tablespoon of mixture on each lemon sole fillet. Roll lemon sole up and place in greased lasagna pan. Sprinkle with Crazy Salt.
Make broth: Melt butter in pan, stir in the flour, then add vermouth, chicken broth, whole milk, and clam juice and bring to a simmer, stirring frequently to prevent burning. Once to a nice thickness, add lemon juice, lemon zest, dill, salt, and pepper.
Pour broth over rolled filets and bake uncovered for 45 minutes.
Crazy Salt can be found at most grocery stores in the spice section.