Bring the milk to a gentle simmer in a saucepan. Place the fish into the milk to poach, for around 4-6 minutes, until the fish is just cooked. You may need to cook this in batches — the time will depend on the thickness of your fish (thicker fillets may need a couple of minutes longer).
Remove the fish gently from the milk and set aside. In a small bowl, add the cornflour. Mix with the cold water, then stir until smooth. Return the milk to a low heat, and add the cornflour mixture.
Continue to stir. Add the mustard powder and wholegrain mustard, until the sauce thickens.
Season to taste with salt and pepper. Return the fish to the sauce to cook for one more minute, then serve with your choice of accompaniments.