Melt 2 tablespoons of butter in a large Dutch oven or heavy-bottomed pot over medium-high heat. Add half of the sliced mushrooms and cook until deeply browned and all moisture has evaporated, about 8-10 minutes. Season lightly with salt and pepper. Remove the browned mushrooms and set aside.

Add the remaining 2 tablespoons of butter to the pot. Add the chopped onion and cook until softened and translucent, about 5 minutes. Add the minced garlic and fresh thyme, cooking for another minute until fragrant.

Add the remaining raw mushrooms to the pot and cook until they release their moisture and begin to brown slightly, about 7 minutes. Stir frequently.

Sprinkle the flour over the vegetables and stir well to coat (creating a roux). Cook for 1-2 minutes. If using, pour in the dry sherry or wine; scrape up any browned bits from the bottom of the pot. Let the liquid reduce slightly.

Slowly whisk in the chicken or vegetable broth until smooth. Bring the mixture to a gentle simmer, stirring occasionally, and cook until the soup has thickened slightly, about 10 minutes.

Remove the pot from the heat. Stir in the heavy cream, Worcestershire sauce, and the reserved browned mushrooms. Season with remaining salt, pepper, and a tiny pinch of nutmeg, if using. Taste and adjust seasoning as necessary.

For a smoother soup, use an immersion blender to partially blend the soup (leaving some texture). Alternatively, blend in batches using a standard blender, covering the lid vent and holding the lid down with a kitchen towel. Return the soup to the pot to reheat gently (do not boil after adding cream). Serve hot, perhaps garnished with fresh parsley.