In a large saucepan, cook the fiddleheads, mushrooms, leeks, and onions in butter until the onions are tender, about 4 minutes.
Remove from the heat; stir in the flour, salt and cayenne. Gradually add the milk and broth, stirring until blended.
Bring to a gentle boil; cook and stir for 10 minutes.
Reduce heat; simmer, uncovered, for 10 minutes or until heated through.
Stir in lemon juice.