1) Chop the spaghetti squash in half and bake, skin-side up, in a 350 degree F. oven for 60 minutes until squash is very tender.
2) When squash are about 20 minutes away from being done, you can start the mushrooms. Saute sliced shallots in a large skillet over medium heat in olive oil.
3) After they soften, add the sliced mushrooms and cook for 6-8 minutes until mushrooms lose their liquid and start to soften. Add wine and let reduce for a few minutes. Season with thyme, salt and pepper. Finally, stir in cream.
4) When squash is done, let it cool briefly and then use a fork to lightly fluff the squash flesh. It should peel out in strands that resemble spaghetti.
5) Divide the squash strands between a few plates and top with mushroom sauce.