For the sauce: In a medium saucepot set over medium heat, add the wine, bell peppers and shallots. Stirring constantly, cook until the shallots and peppers soak up the wine and the wine evaporates, about 5 minutes. Season with a pinch of salt and a few grinds of black pepper. Add the cream, mustard and lemon zest. Increase the heat slightly, and continue to cook and stir until the liquid slightly reduces and thickens, about 8 more minutes. Remove from the heat and stir in the parsley.
For the fingerlings and mushrooms: Place a large baking sheet in the oven and preheat the oven to 425 degrees F.
In a large pot, add the potatoes, a nice pinch of salt and cover with an inch of water. Bring to a boil and boil the potatoes for 5 minutes. Turn off the heat and allow the potatoes to sit for 5 more minutes. Drain and air-dry the potatoes.
Remove the baking sheet from the oven and quickly scatter half of the rosemary and thyme on it. Arrange the potatoes and mushrooms over the herbs. Spritz the entire baking sheet with the lemon juice and drizzle everything lightly with the olive oil. Place the remaining herbs over the top. Roast until the potatoes are tender and the mushrooms are darker in color and tender, 30 to 35 minutes, tossing halfway through.
Remove the herbs and serve warm, at room temperature or chilled, with a drizzle of the sauce, served at the same temperature as the dish.