In a 10-inch skillet, heat 2 tablespoons of olive oil over medium heat with onions. Cook until onion is softened, 6 minutes.
Add an additional tablespoon of oil and the mushrooms to the skillet with the onions. Salt and pepper mushrooms and cook until they have released their liquid and browned, about 10 minutes. TIP: Try not to stir too much so the mushrooms have a chance to brown. Increase heat to encourage evaporation and browning if needed.
Add the Marsala, chicken stock, and thyme to the skillet, stir to loosen browned bits, and cook over medium heat until half of the liquid evaporates, 3 minutes.
Reduce heat to medium-low, add the cream, and simmer for 3 minutes to allow the cream to reduce and thicken slightly. (Sauce will continue to thicken as it cools.)
Stir in blue cheese and parsley (more blue cheese can be added according to preference); salt and pepper to taste.
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Notes
A range of mushrooms can be used for this sauce--porcini, shitake, morel--anything woodsy and hearty. The ragout can be made hours in advance and gently reheated just before serving. Add chicken stock or cream to thin the sauce, as desired.Gluten-Free: This recipe as written is gluten-free, however, if using chicken stock from the store, check the packaging or the manufacturer to be sure it is gluten-free.If you have questions about eating blue cheese as part of a gluten-free diet, check this link for more information: Celiac