Sauté onions in butter until translucent. Add mushrooms, and cook for 5 minutes, stirring occasionally. Blend in flour until mushrooms and onion are coated. Slowly add chicken broth, stirring constantly. Bring mixture to a boil, reduce heat, and simmer 5 minutes. Add cream, pepper, and nutmeg. Continue heating until soup is hot, being careful not to allow it to boil. Garnish with fresh parsley.