In a small sauce pot, heat up oil on medium heat and add sliced shallots. Saute until deep golden brown.
Add wine and simmer until wine is cooked down to half the amount.
Add heavy cream and stir well. Add sugar, salt and pepper. Stir and simmer for about 5 minutes.
Preheat the oven to 375.
Cut skin off salmon. Slice salmon fillet into 1/4 inch, long slices (lengthwise, not widthwise). Try to get 8 slices to make 2 roses.
Wrap one slice around itself and place it in a small, shallow lightly greased baking dish. (Dish that would fit two roses.) Wrap another slice of salmon around it, then wrap a third one starting on the opposite side and final one on the opposite side from the third. Repeat with the second rose.
Run sauce through a strainer and carefully pour it in the dish with salmon. Spoon a little bit of the sauce right on the roses.
Bake for 15-18 minutes.
You can serve it with some asparagus. Saute asparagus in a pan, over medium heat, with some lemon juice, salt and garlic until bright green and softened.