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1
Preheat oven to 400u00b0.
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2
Heat olive oil in a large skillet over medium heat. Add shallots and sugar; cook for 2 minutes, stirring constantly. Sprinkle with water; cover, reduce heat to medium-low, and cook for 10 minutes, stirring occasionally until shallots are soft. Add mushrooms; cook, uncovered, over medium-high heat 20 minutes or until liquid evaporates, stirring frequently. Add Marsala; cook 1 minute. Remove from heat, and cool. Stir in sour cream, parsley, salt, thyme, and pepper.
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3
Place 1 phyllo sheet on a large cutting board or work surface (cover remaining dough to keep from drying), and lightly coat with cooking spray. Sprinkle with about 2 teaspoons breadcrumbs. Repeat the layers with 3 phyllo sheets, cooking spray, and breadcrumbs, ending with the phyllo.
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4
Spoon 1 3/4 cups mushroom mixture along 1 long edge of phyllo, leaving a 1-inch border.
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5
Starting at the long edge with the 1-inch border, roll up jelly roll fashion.
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6
Place strudel, seam side down, on a baking sheet coated with cooking spray. Tuck ends under. Repeat the procedure with the remaining phyllo sheets, cooking spray, breadcrumbs, and mushroom mixture. Brush strudels with butter.
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7
Bake strudels at 400u00b0 for 20 minutes. Let stand for 5 minutes. Cut each strudel into 4 slices.