Roll sole fillets, secure with a toothpick, and place in a baking dish. Slice shallots and place in a small saucepot with oregano and wine. Bring up to a simmer and reduce by half. Remove oregano sprigs, stir in butter to melt and pour over sole and season. Cover dish and bake for 18 to 20 minutes, until fish flakes when touched with a fork. Remove toothpicks and serve immediately.