Mix hamburger, crackers, milk, onion,salt, and pepper. Press onto cookie sheet (about 1-1/2" thick) and refrigerate overnight or at least 8 hours (form into nice rectangle before refrigerating). Cut into serving size squares, roll in flour and brown in hot oil or butter (both sides). Put into baking dish and cover with mushroom sauce (recipe below). Add 1/2 cup water around sides of baking dish. Bake at 350 degrees for 1-1/2 to 2 hours. Cover dish while baking.
To make mushroom sauce. Simmer Mushrooms in 2 tablespoons butter and 2 tablespoons water until tender and slightly browned. Set aside. Add butter to small skillet on low heat. Add flour. Stir until butter melts completely and mixture bubbles nicely. Add milk all at once. Bring to boil stirring constantly. Add mushroom mixture (do not discard liquid mushrooms were browned in). Simmer slowly until thickened.