HEAT oil in large skillet on medium-high heat. Add fish; cook 5 min. on each side or until fish flakes easily with fork. Remove from skillet; cover to keep warm.
ADD milk and cream cheese spread to skillet; cook and stir until cream cheese is melted and mixture is well blended. Stir in cucumbers and dill.
RETURN fish to skillet; cook 2 min. or until heated through. Serve topped with cream cheese sauce.