Scrub clams thoroughly, discarding any that are cracked or open. Place clams in a large bowl; cover with cold water, and sprinkle with cornmeal. Let stand 30 minutes. Drain and rinse clams; set aside. Discard cornmeal.
Combine clams, chopped onion, shallots, and wine in a large Dutch oven. Bring to a boil; cover, reduce heat, and simmer 6 minutes or until most clams are open. Remove clams to a serving bowl as they open; keep warm. Discard any unopened clams. Bring remaining liquid to a boil; cook over high heat until reduced to 1 cup. Pour liquid through a sieve, and set aside.
Melt margarine in a heavy saucepan over low heat; add flour, stirring until smooth. Cook 1 minute, stirring constantly. Gradually add milk, reserved 1 cup of clam liquid, lemon rind, lemon juice, and garlic. Cook over medium heat, stirring constantly, until mixture is thickened and bubbly. Remove from heat; stir in parsley, green onions, salt, and pepper. Pour sauce over clams. Serve immediately.