Heat a skillet over medium heat. Finely chop the mushrooms in a food processor. Add oil and butter to the skillet, then shallots and mushroom bits. Season with ground thyme, salt and pepper and saute until the mushrooms are deep brown, about 6 minutes. Deglaze pan with the sherry.
Transfer this mushroom duxelles to a serving dish and place on a platter alongside the storebought pate. Garnish tray with sliced baguette, cornichons, capers and a sprinkle of chopped parsley.
Enjoy bread rounds with a slather of pate topped with mushrooms.