Skate wings how would you cook them?

The last time I cooked skate wings I did them in a tomato sauce but this time I want to make a cream, lemon and dill sauce and don't think I can cook the cream in the oven with the skate wings like before (I think the cream may curdle), it's just a sauce to pour over the top. I don't want to fry the skate can I just wrap it in cling film with a little butter and do it like that?