In large saucepan, melt butter over medium heat. Add potatoes and onion and cook, stirring, until onion is tender, about 5 minutes.
Add flour and cook, stirring, for 2 minutes longer.
Gradually stir in chicken broth and milk. Bring to simmer and cook until potatoes are nearly tender, about 5 minutes. Add broccoli and cook until broccoli is tender, about 5 minutes longer.
Remove from heat and stir in cheese. Add lemon zest and season with salt and pepper.
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