Beat cream cheese spread and 1/2 cup butter in large bowl with mixer until blended. Gradually beat in 1-1/2 cups flour; shape into ball. Wrap in plastic wrap. Refrigerate 1 hour.
Meanwhile, melt remaining butter in medium skillet on medium-high heat.
Add mushrooms and onions; cook 5 to 7 min. or until mushroom liquid is cooked off.
Add thyme and remaining flour; mix well. Stir in sour cream.
Remove from heat.
Heat oven to 400F.
Roll out dough on lightly floured surface to 15-inch square. Use 2-1/2-inch cookie cutter to cut dough into 36 rounds, rerolling scraps as necessary.
Spoon 1 tsp. mushroom mixture onto center of each round; brush edge with egg. Fold in half; seal edges with fork.
Place on baking sheets sprayed with cooking spray.
Cut small slits in tops to allow steam to escape; brush with remaining egg.