Heat the oil in the pan and sweat the onions in it for about a minute. Add the mushrooms and fry for 3 minutes. Mix the flour in a small bowl with half a glass of water and add. Pour in the cream while stirring and bring to the boil. Season to taste with salt, broth, pepper, nutmeg and cayenne pepper. Let simmer for a few minutes on a low flame.
Stir in a splash of lemon juice and the parsley. After a minute simmer, season again with lemon juice and the spices.