In a medium sized saucepan, saute the onions in 2 tablespoons of the margarine, stirring occasionally, until soft but not brown. Sprinkle lightly with salt. Add the mushrooms, dill, 1/2 cup broth, tamari sauce and paprika. Cover pot and simmer for 15 minutes.
Heat the remaining margarine in a saucepan. Whisk in the flour and cook, stirring until the mixture foams and bubbles. Remove from the heat, add the soy milk all at once, and whisk vigorously to blend well. Return to moderate heat and continue to whisk until the sauce is thickened and smooth, about 10 minutes. Stir in the mushroom mixture and remaining broth. Cover pot and simmer for 10-15 minutes.
Just before serving, add salt and pepper to taste, lemon juice, soy yoghurt, and extra dill if desired. Blend well and heat thoroughly, but do not boil. Serve garnished with parsley.