In a small bowl, combine mayonnaise, 1 tablespoon cheese, lemon juice, mustard and horseradish. Place fillets on a baking sheet coated with cooking spray. Spread mayonnaise mixture evenly over fillets.
In a small bowl, combine bread crumbs, melted butter and remaining cheese. Sprinkle over fillets. Lightly spray each fillet with cooking spray.
Bake for 13-18 minutes or until fish flakes easily with a fork.