Rub the fish inside and out with lime juice, salt and pepper. Put in an ovenproof dish and set aside.
To make the filling: melt the butter in a saucepan on medium heat, add the minced garlic, red bell pepper and onion, cook for about 2 minutes.
Add the shrimp, diced fish, cumin, achiote and cook for another 2 minutes. Add the white wine and scallops, cook for another 2 minutes and remove from heat. Season with salt and pepper to your taste.
To make the sauce: melt the butter in a large saucepan, add the onions and cook for about 5 minutes. Add the flour and cook for 1 minute over low heat, stirring constantly with a whisk. Add the milk, salt and pepper, and cook over medium-low heat. Continue stirring with a whisk, for about 5 minutes. Take off the heat and set aside.
Preheat the oven to 375°F. Mix the filling with half of the white sauce. Stuff each fish with the filling and add the rest of the sauce on top. Bake for 20-25 minutes, or until is cooked through. Remove from the oven and serve immediately.