Preheat oven to 450º.
In a medium-size pan, melt butter, stir in flour. Slowly add milk, stirring constantly to keep mixture smooth and free from lumps. Cook, stirring, over medium heat until mixture comes to a boil and thickens. Mix in onion, Worcestershire sauce and bread cubes. Cool.
Fold in mayonnaise, lemon juice, salt and pepper. In another pan, heat margarine until lightly browned. Add crabmeat and toss lightly. Combine with sauce mixture.
Put mixture into individual shells or greased 1 quart casserole. Sprinkle paprika over top. Bake at 450º until hot and bubbly and lightly browned on top, 10 - 15 minutes.