Spray an unheated medium skillet with no-stick spray. Heat the skillet over medium heat. Add the mushrooms and cook about 5 minutes or until the liquid released from the mushrooms has evaporated, stirring occasionally.
Add the spinach to the skillet. Cook and stir about 2 minutes or until spinach is wilted. Remove from the heat and drain excess moisture. Sprinkle the feta cheese over the vegetables, then stir it in.
To assemble the fish rolls, place one-quarter of the spinach mixture onto the wide end of each filet. Carefully roll the filet around the spinach mixture. Use wooden toothpicks to hold the end of each roll in place.
Spray an 8x8 inch baking dish with non-stick spray. Place the fish rolls, seam side down, in the baking dish. Add 2 tablespoons of water. Loosely cover with foil.
Bake in a preheated oven for 15 to 20 minutes or until fish flakes easily when tested with a fork and is opaque all the way through.