Melt the butter in a large skillet over medium to medium-high heat. Add the mushrooms and brown, about 10 minutes. Add the thyme, shallots and garlic and cook for 10-12 minutes more, until the mushrooms are very dark and the shallots are very tender. Season with salt and pepper.
Deglaze the pan with the Marsala or sherry. Transfer everything to a food processor and pulse to process the mushrooms into a coarse paste. Transfer to a serving dish and garnish with parsley. Serve with charred or toasted bread and cornichons.