Put the fish fillets into a large saucepan, add the wine, shallot and salt and pepper to taste and poach over a low heat for 5 minutes. Using a fish slice, lift the fish carefully into a greased ovenproof dish.
Add the anchovy relish, tomato purée and prawns to the liquid in the pan and boil until reduced by half. Stir in the cream, heat until thickened, then pour around the fish.
Place the halibut in a preheated oven, 200°C (400°F), Gas Mark 6, and cook for 20 minutes. Serve immediately with steamed or boiled green vegetables.