In a large saucepan, saute onion in butter for 2 minutes. Add mushrooms; cook until mushrooms are tender, 4-5 minutes longer.
Stir in the flour, paprika, dill, salt and pepper until blended. Gradually stir in the broth, milk and soy sauce. Bring to a boil; cook and stir until thickened, about 2 minutes. Reduce heat; cover and simmer for 15 minutes.
Just before serving, stir in sour cream and lemon juice (do not boil).