Lightly spray a 9-inch square baking pan with vegetable oil spray. Steam broccoli spears until tender-crisp, then plunge into ice water to stop cooking. Drain and blot dry on paper towels. Arrange in baking pan. Evenly place chicken over broccoli.
Heat margarine in skillet over medium heat. Swirl to coat bottom. Cook mushrooms, covered, for 7 to 9 minutes, or until they've been released of their juices. Increase heat to high and cook, uncovered, for 1 to 2 minutes to allow liquid to evaporate. In a saucepan, pour broth and milk. Whisk in flour. Bring to a boil over medium-high heat; cook until thickened, 3 to 4 minutes, stirring occasionally. Stir in green onions, Parmesan, nutmeg, and the mushrooms. Pour over chicken in baking pan.
In a small bowl, combine bread crumbs, parsley and lemon zest. Sprinkle over casserole. Bake in a preheated oven at 375 degrees F. for 25 minutes.
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