In a large skillet heat the oil. When almost smoking, add the onions and garlic over medium-low heat until the onions have wilted, about 8 minutes. Add the mushrooms and season with salt and pepper. Raise heat to high and saute until mushrooms are tender and all the liquid has evaporated. Remove pan from heat and pour in Marsala. Return pan to stove and allow wine to evaporate, about 3 minutes. Add chicken broth and simmer for 1/2 hour until the sauce has reduced by half. Add heavy cream and mix well. Take the pan off the heat and add the fresh herbs and Parmesan. Season with salt and pepper. Mix thoroughly and keep warm.