Cut off roots and trim dark green tops from leeks. Discard any tough outer leaves. Cut each leek lengthwise in half, then crosswise into 1/4-inch-wide slices. Rinse leeks thoroughly in large bowl of cold water, swishing to remove sand. With hands, transfer leeks to colander to drain, leaving sand in bottom of bowl. Repeat process, changing water several times, until all sand is removed.
In 4-quart saucepan, heat oil and margarine on medium until margarine melts. Add leeks and cook 8 to 10 minutes or until tender, stirring occasionally. Stir in potatoes, broth, dill sprig, 1/2 teaspoon salt, and 1/8 teaspoon pepper. Cover and heat to boiling on high. Reduce heat to low; simmer 15 minutes or until potatoes are very tender.
Ladle potato mixture into blender in 3 batches; cover, with center part of lid removed to allow steam to escape. Lay a paper towel over top and blend until puréed. Pour each batch of purée into bowl. Return all purée to same saucepan. Stir in milk; heat through. Stir in chopped dill and lemon juice.