Saute onion in margarine; stir in flour, salt and pepper. Drain mushrooms, reserving liquid; add water to make half cup liquid. Gradually stir into flour mixture in skillet. Blend in milk until smooth. Add mushrooms. Cook and stir over medium heat until sauce begins to thicken. Arrange a layer of chicken with the broccoli spears on top in a 9x13 baking dish. Pour sauce over chicken and broccoli. Top with cheese. Bake 190ºC or 20 min. Let sit 15 min before serving.