In medium pan, melt butter and whisk in the flour. When white bubbles form on the bottom of the pan, whisk the flour mixture for at least 2 to 3 minutes. Gradually add the broth, whisking until the mixture is smooth and comes to a boil. Stir in the cream, lemon zest, lemon juice and dill and season with salt and pepper if desired. Serve at once. This lemony sauce flecked with dill is delicious with seafood or chicken. The sauce can be made four days ahead of time, then reheated before serving.