Preheat oven to 180°C.
Arrange hake fillets in an oven proof dish.
In a bowl mix together the yoghurt, milk and KNORR Black Pepper Sauce until well combined.
Pour the sauce over the hake fillets and layer the mushrooms and red pepper on top.
Top with crumbled feta cheese and cook in the oven for 30 minutes until golden brown and the sauce has set.