Sauté the mushrooms in a little butter with a pinch of salt until they loose their moisture and start to brown. Add the onions, garlic and thyme, cook for 3-5 minutes until the onions have softened, season with salt and pepper to taste.
Deglaze the pan with the white wine scrapping the bottom of the pan to pick up any tasty bits that have stuck. Turn off the heat and add the cream, let cool for a few minutes before adding the cheese and parsley. Set aside while you prep your bread.
Remove the crusts from your bread, you could use a round circle cutter to end up with very tidy pies.
Put a spoonful of filling in the middle of a slice of bread, lay another pieces of bread on top and firmly squeeze the edges closed. It might take a few pies to get them just right.
Cook the pinchy pies in 1-2 T of butter, about 2-3 minutes per side on medium low heat until golden brown. Sprinkle them with salt as soon as they come out. Alternatively, you could deep fry them, you’ll want a very good seal.