In small saucepan, melt butter over medium heat; add onion and cook, stirring often, for 5 minutes or until softened.
Increase heat to medium-high and stir in brown sugar, salt, and pepper; continue to cook, stirring frequently, for 5 minutes longer or until onions are well browned. Sprinkle with flour and cook, stirring, for 45 seconds.
Stir in water, tomato paste, vinegar, dry mustard, Worcestershire sauce, and hot pepper sauce. Bring to boil and reduce heat to low. Simmer for 2 minutes or until thickened.
Strain and keep warm.
In small dish, combine mayonnaise and mustard. Place fillets on greased baking sheets. Using back of spoon, spread mayonnaise mixture evenly over top of fish.
Stir together bread crumbs, parsley, and Parmesan; sprinkle over fillets.
Place fish in 400°F/ 200°C/Gas Mark 6oven for 7 to 8 minutes or until fish is opaque and flakes easily with fork.
Broil for 1 to 2 minutes or until topping is evenly browned.
Transfer to heated platter and sprinkle with chives.
Serve with lemon wedges and sharp sauce on the side.