Preheat oven to 400 degrees. Lay puff pastry on a lightly floured surface. Cut into 25 squares. PLace on parchment paper lined baking sheet and brush with egg. Bake until golden about 12 minutes. Let cool.
Heat 3 Tbsp butter in large non stick skillet over medium heat. Add mushrooms and season with salt and pepper. Cook until all mushrooms turn brown and crispy. Transfer to small bowl. Drain.
Return skillet to stove, heat remaining 1 tbsp butter over medium heat. Add onions and season with salt and pepper. Cook until tender. Add wine and stir to deglaze skillet cook until all liquid is evaporated.
Put mushrooms, onions, Creme Fraiche, parmesan and thyme in food processor. Pulse until combined, but not pureed. DO NOT overprocess.
Preheat oven to 350. Cut each puff square in half crosswise. Place a teaspoon of mushroom mix on one half of each square and top with remaining pastry half. Bake 5 - 7 minutes until warm. Serve immediately, garnish with sprinkling of parmesan cheese and a few thyme leaves.
Note: these can be made in advance and refrigerated, stored seperately, then assembled a couple hours in advance and baked just before serving.