Heat a skillet over moderate heat. Finely chop mushrooms in a food processor. Add the oil and butter to the skillet, then add the shallots and mushroom bits. Season mushroom with ground thyme, salt, and pepper.
Saute shallots and chopped mushrooms until mushrooms are deep brown and tender, about 6 minutes. Deglaze pan with Sherry. Transfer mushroom spread to a small bowl or other serving dish. Place mushroom dish on a platter alongside the store bought 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.