Melt the butter in a large pot over medium heat. Saute the onions in the butter for 5 minutes. Add the garlic and stir until fragrant. Add sherry and stir. Add the mushrooms and saute for 5 more minutes. Stir in the dill, paprika, worcestshire sauce and broth. Reduce heat to low, cover, and simmer for 15 minutes.
In a separate small bowl, whisk the milk and flour together. Pour this into the soup and stir well to blend. Cover and simmer for 15 more minutes, stirring occasionally.
Finally, stir in the salt, ground white pepper, lemon juice, parsley and sour cream. Mix together and allow to heat through over low heat, about 3 to 5 minutes. Do not boil. Serve immediately.