Preheat oven to 400 degrees F.

Heat olive oil in a large skillet over medium-high heat. Add shallot; cook and stir until tender, about 5 minutes. Lower heat to medium-low and add mushrooms. Cook and stir until mushrooms reduce by half, about 15 minutes. Stir in roasted garlic, Parmesan cheese, and thyme. Season to taste with salt and pepper. Stir in cream. Remove from heat and allow mushroom mixture to cool. It will thicken as it cools.

Unfold pastry sheet onto floured surface and lightly roll into a 12 x 15 inch square. Cut into eighteen 3 inch squares. Place a mounded teaspoon of mushroom filling in the center of each square. Fold pastry over filling to form a triangle. Pinch edges firmly together with a fork to seal.

Bake 12 to 16 minutes, or until golden brown. Serve hot or at room temperature.