Preheat broiler for 5 to 10 minutes. Season fillets with salt and pepper and arrange in a single layer on a broiler pan coated with oil, spacing them evenly apart. Place broiler pan about 5 inches away from the heating element and broil fillets for 10 to 12 minutes. Salmon is cooked when it flakes with a fork and is slightly opaque in the center.
Meanwhile, heat butter in a small saucepan over medium heat. Add shallots and sauté stirring often until just softened, about 3 minutes. Deglaze pan with wine. Let the liquid reduce slightly, then add lemon zest and sorrel leaves. Continue to sauté for about 1 minute. Reduce heat to low and add cream, stirring briskly to incorporate.
Bring heat up again and allow sauce to boil until reduced and thickened slightly, about 5 minutes. Transfer sauce to blender and purée until almost smooth.
Return sauce to same saucepan to keep warm and season with nutmeg and ground white pepper, if using. Plate salmon fillets, top with several spoonfuls of sauce, garnish with chopped sorrel leaves and serve.