In a large saucepan, melt 1 tablespoon butter. Stir in flour until smooth. Gradually stir in milk. Bring to a boil over medium heat; cook and stir for 2 minutes or until thickened. Reduce heat; stir in the bread cubes, Worcestershire sauce and onion.
Remove from the heat; cool to room temperature. Stir in the mayonnaise, lemon juice, salt and pepper; set aside. Remove and chop the mushroom stems; set caps aside.
In a large skillet, saute chopped mushrooms and crab in the remaining butter. Using a slotted spoon, transfer to sauce. Stuff 1 tablespoonful crab mixture into each mushroom cap.
Place on a greased baking sheet; sprinkle with paprika. Bake at 400° for 25-30 minutes or until mushrooms are tender.
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