Lightly oil rack or broiler pan. Grind oats in blender or food processor about 1 minute, stir. In shallow dish, combine dry ingredients. In another shallow dish, combine milk and egg white. Coat fillets with oat mixture, shake off excess. Dip into egg mixture, then coat again with oat mixture. Place onto pan; drizzle with 1 tablespoon margarine. Broil about 4 inches from heat 3 1/2 to 4 1/2 minutes or until golden brown. Combine remaining ingredients. Spoon over fish before serving.