Preheat the oven to 400 degrees F. Line a sheet pan with parchment paper.
If either of the sausage meats is coarsely ground, place the meat in the bowl of a food processor fitted with the steel blade, and pulse until the meat is finely ground.
Heat 4 tablespoons of the butter in a large (12-inch) saute pan, add the onion, and cook for 4 to 6 minutes over medium heat, until tender but not browned. Add all the sausage meat and mash with a fork, breaking it up and browning it, for 5 to 7 minutes, until no longer pink.
Meanwhile, prep the mushrooms. Without washing the mushrooms, wipe the caps with a slightly damp paper towel or sponge to remove any dirt. Trim the stems, then roughly chop the caps and stems. Add the mushrooms, fennel seeds, 1 teaspoon salt, and 1 teaspoon pepper to the sausage and cook for 10 minutes, until the mushrooms give off their liquid and the liquid evaporates. Set aside to cool for 10 minutes. Stir in the mascarpone and the fresh bread crumbs and season to taste. The seasoning will depend on how highly seasoned the sausage meat is.
Melt the remaining 12 tablespoons of butter in a small saucepan. Unfold the phyllo dough and keep it covered with a slightly damp (not wet!) kitchen towel. Transfer one sheet of phyllo to a board, brush it lightly with melted butter, and sprinkle with a teaspoon of dry bread crumbs.
Place a second sheet of phyllo directly on top, brush with butter, and sprinkle with dry bread crumbs; repeat until you have 5 sheets piled up.
With the long edge of the stack of phyllo facing you, make a 1-inch strip of sausage filling (about 1/3 of the filling) near the bottom edge. Fold up the sides and roll the phyllo firmly up and over, rolling the log away from you. Transfer the log, seam side down, to the prepared sheet pan. Brush with butter and score diagonally at 1-inch intervals. Make two more strudel logs and place them on the sheet pan.
Bake the strudels for 20 to 30 minutes, rotating the pan once to cook evenly, until browned. Cool slightly, cut in pieces through the scored lines, and serve warm.