In a medium saucepan, heat the olive oil over medium heat. Add the diced onion and sauté until softened, about 5-7 minutes. Next, stir in the minced garlic.
Add the sliced mushrooms and fresh thyme to the pan. Season lightly with salt and pepper. Sauté until the mushrooms are browned and tender, about 7 minutes.
Pour in the marsala wine, stirring to deglaze the pan, and let it simmer for about 5 minutes until reduced by half. Then add the broth and Dijon mustard.