In large bowl with mixer at medium speed, beat cream cheese, 1 1/2 cups flour and 1/2 cup butter until smooth; shape into ball; wrap; refrigerate 1 hour.
Meanwhile, in 10 inch skillet over medium heat, in 3 tablespoons hot butter, cook mushrooms and onion until tender, stirring occasionally.
Stir in ham, sour cream, salt, thyme and 2 tablespoons flour; set aside.
On floured surface with floured rolling pin, roll half of dough 1/8 inch thick.
With floured 2 3/4 inch round cookie cutter, cut out as many circles as possible.
Repeat.
Preheat oven to 450F.
Onto one half of each dough circle, place a teaspoon of mushroom mixture.
Brush edges of circles with some egg.
Fold dough over filling.
With fork, firmly press edges together to seal; prick top.
Place turnovers on ungreased cookie sheet, brush with remaining egg.
Bake 12 to 14 minutes until golden.
Note: You can freeze these unbaked, then pop the frozen turnovers right in the oven- just bake a bit longer.