In a large, heavy pot over low heat, melt butter, then add flour and blend until smooth.
Slowly add milk and half-and-half cream, stirring constantly with a whisk. Cook until thickened.
Add onion, Worcestershire sauce, salt, white pepper, mace, cayenne pepper, and lemon zest. Bring just to a boil, stirring constantly.
Reduce heat to low, add crab meat and crab roe (or crumbled hard-cooked egg yolks) and simmer, uncovered, for 5 minutes. (If the soup appears about to boil, remove the pan from the heat for a minute or so, then return.)
Remove from heat and add sherry, stirring to mix. Let sit for 3 to 4 minutes before serving.
To serve, pour the soup into individual heated soup bowls, dividing the crabmeat and roe equally into each bowl. Sprinkle with parsley and serve immediately.
