Mix together the cream cheese, garlic, mayonnaise, bread crumbs, cilantro, lemon juice, salt and pepper. Set aside.
Preheat oven to 380 degrees F. Pat dry the fish fillets. Season both sides of the fillets with salt and pepper. Place the cream cheese stuffing in the middle of each fish fillet.
Roll up from the small end (use a toothpick to hold together if necessary).
Spray a baking dish with non-stick spray. Place the stuffed fish fillets seam-side down in the baking dish. Brush the stuffed fish with the olive oil and place a slice of lemon on top of each one.
Bake until fish flakes with a fork, about 30 minutes.