Rinse hens with cold water, and pat dry. Combine lemon juice, salt, and pepper; rub mixture over hens. Place hens, breast side up, in a shallow roasting pan. Brush with butter; pour sherry over hens. Cover lightly, and bake at 325° for 1 hour. Uncover and broil 6 inches from heat about 10 minutes. Transfer hens to a large serving platter; set aside.
Combine pan drippings and flour in a skillet, stirring until smooth. Cook over medium heat, stirring constantly, until thickened and bubbly. Stir in mushrooms. Spoon gravy over hens.