Saute onion in margarine; stir in flour, salt and pepper. Drain mushrooms, reserving liquid; add water to make 1/2 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 375 for 20 min. Let sit 15 min before serving.