Melt butter in a large skillet over medium to medium-high heat. Add mushrooms and brown, 10 minutes. Add thyme, shallots and garlic, and cook 10-12 minutes more, until mushrooms are very dark and shallots 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.