In another large skillet, melt 2 tablespoons of the butter. Add the onion and cook over moderate heat, stirring occasionally, until softened, about 7 minutes. Stir in the flour until incorporated, then gradually stir in the broth until smooth. Bring to a boil over moderately high heat and cook, stirring often, until thickened, about 2 minutes. Stir in the mushrooms, thyme and lemon zest. Remove from the heat and season with salt and pepper. Let cool completely.