Melt the margarine in a heavy saucepan. Add the onions and mushrooms. Cook over medium heat until tender (about 6 minutes).
Blend in the flour, cayenne, and salt. Gradually stir in the milk. Cook and stir until thickened, about 5 minutes.
Spread 1/2 cup of the mushroom sauce in the bottom of a 9x13 pan. Season the lasagna noodles with pepper and layer in 3 levels with the broccoli, the cottage cheese, mozzarella, creamed mushrooms, and parmesan cheese. Sprinkle some more cheese on top.
Bake for 45 minutes. Let stand 20 minutes before cutting.