Add the oil and butter to a skillet over medium-high heat. Once the butter has melted, add the mushrooms and onions.
Sauté until the mushrooms have released their water, it cooks off, and the mushrooms and onions are nicely seared (about 10-12 minutes).
Reduce the heat to medium and stir in the garlic and Dijon mustard. Cook for about 30 seconds.
Stir in the marsala and let it bubble for about 30 seconds - 1 minute (don't let it evaporate completely).
Pour in the cream. In a small bowl, mix the cornstarch with ½ teaspoon of cold water and then pour into the skillet. Cook for another 5 minutes or until the sauce has thickened to your liking.
Season generously with salt & pepper and stir in the chopped parsley if using. Serve immediately.
