Lightly butter a sheet of filo. Top with another sheet of filo and butter it. Repeat with remaining filo. Cut sheets in half. Season halibut with salt and pepper and set near the bottom end of each half. Sprinkle on dill. Fold over the sides of the filo and then roll. Place on baking sheet and brush with a little more butter. Bake in 425 degrees F oven for 12-15 minutes, until puffed and golden brown. While this occurs, prepare sauce by first placing lemon juice in a small pot.
Boil until it has almost evaporated. Pour in the cream and reduce until it lightly thickens. Add green onions and season with salt and pepper. Serve halibut on a pool of sauce.
For a nicer presentation, cut halibut in half at angle before placing on sauce if desired.