Just recently I've been on the road, and I must confess I enjoy it. Sure, a different hotel each night disturbs one's sleep. Airline travel is hard, not to mention eating airline food. But the chance to visit restaurants in a variety of cities, to taste local specialties and explore different interpretations of new-style cuisine amply compensate for jet lag and an extra inch on the waistline.

This menu, a new-style dinner for eight, combines some of the ideas I wanted to try as soon as I got home. Roquefort puffs, for instance, were a New York novelty. I've had camembert puffs, and brie puffs and plain old cheese puffs made with gruye re, so why not roquefort? As an experiment, I worked the cheese through a sieve, beat it into choux (cream puff) dough and baked small spoonfuls until brown -- good, but not light enough. So I creamed the roquefort with milk before adding it to the dough and results were just right. In New York the puffs were served with homemade applesauce, an inspired combination (think of apple pie and cheddar cheese).

This next dish comes from Florida. Swordfish has to be one of the great indigenous American ingredients. If the French only knew more about it, they'd go crazy. I find baking the best way to cook it, for the firm texture of swordfish makes it difficult to fry successfully, as it takes too long, while broiling can make it dry. To serve vegetables with fish surely isn't new, but it often seems so. Here the vegetables for garnish are steamed (favorite new-style method), and the fish is served with a chic little butter sauce, a version of beurre blanc.

Butter sauces are trickiest of all, for they depend for consistency on an emulsion stabilized, believe it or not, by the whey content in the butter. One chefs' ruse to lessen the danger of separation is to add a few spoons of cream (i.e., more milk solids), an example I've followed here. The sauce is flavored with saffron, which colors it to a glowing golden yellow. Look for filaments rather than powdered saffron, which quickly loses its aroma.

From Boston to Los Angeles, the favorite flavor for dessert is chocolate, in as concentrated a state as possible. It would be hard to find anything denser than this marquise (a French term for any rich, elegant mixture), a combination of chocolate, butter and egg that sets to a solid brick. Then it is sliced as thinly as possible and served completely plain, surrounded by a ribbon of the palest green pistachio custard sauce. Here again are the trend-setting signals of a few key ingredients used to maximum effect.

Cheese, butter, chocolate -- let no one fool you that the new-style cooking is low calorie. Smaller portions, flourless sauces, the increased use of vegetables are more than offset by richness. What the best new cuisine has done is to take the finest fresh ingredients and cook them in ways that best develop their flavor. If you try this menu, you'll see what I mean. What to Drink

One of the best drinking innovations is the new-style aperitif. One of my favorites, as served at Taillevent in Paris, is well worth importing. A couple of tablespoons of pure'ed fruit (usually whatever berries are in season) are put into a champagne flute which is then filled with sparkling wine. Each guest is provided with a long-handled teaspoon to stir up the mixture before drinking it. Fruit is, of course, a wonderful complement to cheese, perfect with roquefort puffs. For the swordfish I'd advise a white wine full enough to stand up to the saffron sauce, more specifically French meursault. On the domestic front I think immediately of chardonnay; in my travels I've tasted the product of nearly every wine-producing state and I've seldom been disappointed. Timetable

New-style cooking unfortunately does not take kindly to advance preparation so, although much can be done ahead for this menu, some last-minute cooking is needed. As compensation, the cook is completely free until half an hour before the meal, ideal for anyone with a busy business schedule.

Up to one week ahead: Make marquise and refrigerate.

Up to one day ahead: Make pistachio custard sauce and keep in refrigerator.

Up to 8 hours ahead: Make roquefort puffs and store in an airtight container. Prepare swordfish for baking and refrigerate. Steam vegetables and keep in refrigerator. Reduce wine and cream for sauce. Chill wines.

Thirty minutes before serving: Heat oven to 350 degrees. Slice marquise, set on plates, and keep in refrigerator. Set the table.

Twenty minutes before serving: Put swordfish in oven to bake.

Five minutes before serving: Reheat roquefort puffs.

Just before serving fritters: Turn oven to low and leave swordfish to keep warm. Make aperitifs and serve.

After serving puffs: Heat vegetables in steamer. Finish sauce by adding butter and keep warm. Arrange swordfish on plates with vegetables and serve.

After main course: Spoon custard sauce around marquise and serve. ROQUEFORT PUFFS (Makes 40 puffs for 8 servings)

An excellent hors d'oeuvre for cocktails, as well as a first course. A good, not too salty, domestic blue cheese is fine for this recipe. 1 cup flour 1 cup water 1/2 cup butter 5 to 6 large eggs Salt and pepper 6 ounces roquefort cheese, crumbled 2 tablespoons milk, more if needed Ground nutmeg to taste For choux pastry: Sift the flour. In a saucepan, heat water and butter until butter is melted. Bring just to boil. Remove pan from heat, add flour all at once, and beat vigorously with a wooden spoon until mixture is smooth and pulls away from pan to form a ball. Return pan to heat and beat 30 to 60 seconds to dry the mixture. Remove from heat and let cool slightly.

Beat 1 egg lightly with 1/2 teaspoon salt and set it aside to use for glaze. Beat 4 more eggs into warm dough, one by one, beating thoroughly after each addition. Beat enough of the fifth egg into dough to make a very shiny mixture that just falls from the spoon. Note: If too little egg is added, puffs will be heavy; if too much, they will not hold their shape.

Work roquefort through a sieve and beat in enough milk to make a stiff paste. Beat paste into dough and season to taste with pepper and nutmeg. Salt may not be necessary as roquefort is already salty.

Using two spoons, pile dough in walnut-sized mounds on baking sheets, leaving plenty of room between mounds for them to puff. Brush puffs with egg glaze and bake them in a 425-degree oven until crisp on outside and golden brown, 15 to 20 minutes. Note: Puffs should be soft in center.

Puffs can be baked up to 8 hours ahead and warmed in a low oven for 5 minutes just before serving. Keep them in an airtight container.

Tip: This mixture can also be deep-fried for 3 to 4 minutes in 375-degree oil. BAKED SWORDFISH WITH SPRING VEGETABLES AND SAFFRON SAUCE (8 servings)

White, green, yellow and gold, this dish uses the colors of spring. Swordfish can be replaced by halibut, salmon or any firm fish steaks. 4 pounds swordfish steaks, cut 1-inch thick 2 tablespoons butter 3 to 4 tablespoons white wine Salt and pepper FOR VEGETABLE GARNISH: 1 pound baby carrots, peeled 1 pound baby turnips, peeled 1/2 pound snow peas or green beans, strings removed FOR SAFFRON BUTTER SAUCE: 2 shallots, finely chopped 1/2 cup white wine 3/4 cup whipping cream 1/2 teaspoon saffron 1 1/4 cups cold butter

With a sharp knife, cut swordfish into 8 even pieces, discarding skin and bone. Thickly butter a baking dish and add swordfish. Dot it with remaining butter, pour over wine and sprinkle it with salt and pepper. Cover tightly with foil.

For garnish: If baby carrots are not available, cut large ones down to baby proportions. Put them in the steamer and steam until just tender, 5 to 6 minutes. Cut turnips in wedges about the same size as the carrots. Put turnips in a steamer, cover and steam until tender but still firm, 4 to 5 minutes. Add them to carrots, put peas or beans in steamer and steam until tender but still very firm, 2 to 3 minutes for peas or 4 to 5 minutes for beans. Combine them with other vegetables.

For sauce: In a heavy pan, cook shallots with wine until reduced to about 1 tablespoon. Add cream and saffron and reduce again to about 1/3 cup.

Fish, vegetables and sauce can be prepared up to 8 hours ahead to this point; undercook vegetables slightly to allow for reheating. Refrigerate fish, vegetables and sauce.

To finish: Heat oven to 350 degrees. Bake swordfish until it just flakes easily, 15 to 20 minutes. Meanwhile reheat vegetables in a steamer.

For sauce, heat cream mixture until very hot. Take pan from heat and whisk in cold butter in small pieces, taking pan on and off the heat so butter melts and emulsifies to make a creamy sauce. Note: Do not overheat sauce or it will separate. Taste for seasoning, transfer sauce to a sauceboat and keep in a warm place.

To serve: Set a swordfish steak on one side of each individual plate and pile vegetables on the other. Serve sauce separately.

Tip: If saffron is unavailable or not to your taste, try curry powder as a substitute. CHOCOLATE MARQUISE (8 servings) This close relation to chocolate mousse is denser and even richer. 9 ounces semisweet chocolate 5 eggs, separated 3/4 cup butter, at room temperature 3 tablespoons brandy 3/4 cup confectioners' sugar

Pistachio custard sauce (recipe follows)

Line an 8 1/2-by-4 1/2-by-2-inch loaf pan with waxed paper or foil. Coarsely chop chocolate and put it in a metal bowl. Set the bowl in a water bath of simmering water and melt the chocolate, stirring occasionally, about 5 minutes. Remove bowl from water bath and beat in egg yolks, one at a time. Beat in softened butter and brandy. Replace bowl in water bath to keep warm, off the heat.

Whip the egg whites until stiff. Add 1/4 cup sugar and whip to form a meringue then beat until whites are glossy and stiff, about 30 seconds. Fold in remaining sugar.

Remove chocolate mixture from water bath and fold in meringue as gently as possible, in 3 batches. Note: Meringue must be completely incorporated or marquise will be marbled when it is unmolded.

Pour mixture into prepared mold and press a piece of waxed paper or foil on top. Chocolate marquise must be made at least 24 hours ahead and refrigerated. It can be stored for up to one week in the refrigerator or it can be frozen.

To serve: Turn out marquise onto a work surface and discard paper or foil. Carefully cut thin slices and set two on each dessert plate. Chill for up to 2 hours. Just before serving, spoon pistachio custard sauce around marquise. PISTACHIO CUSTARD SAUCE (Makes 2 cups sauce to serve 8)

Pistachios color this sauce an ethereal, pale green. 4 ounces shelled pistachios 1 3/4 cups milk 6 egg yolks 1/4 cup sugar 1 teaspoon vanilla

Blanch pistachios by putting in cold water, bringing to a boil and simmering 2 minutes. Drain and peel them.

In a heavy saucepan, scald the milk. Beat egg yolks with sugar until thick and light. Stir in hot milk, return custard to pan and heat, stirring constantly with a wooden spoon, until it thickens slightly. When you draw your finger across the back of the spoon it will leave a clear trail. Note: Do not boil custard or it will curdle. At once strain custard into a bowl, stir in vanilla and add pistachios. Work in a blender or food processor until smooth. Strain through a fine sieve or cheesecloth. Custard can be made up to 2 days ahead, covered and refrigerated.