Fill and Seal the Packet
Cut a double layer of heavy-duty aluminum foil that measures 24 inches long.
Arrange the mushrooms and shallots so they run lengthwise down the middle of the foil, stopping 2 inches shy of either end.
Distribute the butter, thyme, and salt evenly over the top. Season generously with pepper.
Gather the long edges of the foil together, folding them over each other two or three times to form a tight seal. Seal both ends of the packet in the same way.
Pack into a resealable bag or container and refrigerate.
Roast and Serve
Place a grill over medium-hot coals.
Roast the mushroom packet over direct heat. When they feel soft and tender through the foil, 20 to 35 minutes, cut open the top of the packet so you're able to stir the mushrooms with a pair of tongs.
Finish the mushrooms on the hottest part of your grill, stirring often, as they sizzle, until their liquid has reduced to a glisten and they're nicely browned, 5 to 10 minutes.
Discard the thyme sprigs (or not). Serve hot.
