Prepare a saucepan with cooking spray and place it over high heat. Place the onion in the saucepan; cook and stir for 2 minutes. Sprinkle the curry powder over the onion; stir to coat evenly. Add the chicken broth, lemon, ginger, sugar, and salt to the onions. Reduce heat to medium; cook and stir for 2 to 3 minutes. Stir in the mushrooms and cook another 3 minutes. Mix in the coconut milk and lemon juice; stir and remove from heat.
Drop the lemon leaves into the soup; allow to sit for 5 minutes. Remove leaves before serving.