Coat a large nonstick skillet with cooking spray; place over medium-high heat until hot. Add mushrooms and shallots; cook, stirring constantly, 11 minutes or until mixture appears dry. Combine flour and next 4 ingredients; add to mushroom mixture in skillet. Cook, stirring constantly, 3 minutes or until thickened. Remove from heat; stir in yogurt and cilantro.
Cut 1 phyllo sheet in half lengthwise (keeping remaining phyllo sheets covered). Lightly coat phyllo halves with cooking spray, and fold halves in half lengthwise to form strips. Working with 1 strip at a time, spoon 1 tablespoon mushroom mixture onto base of strip. Fold right bottom corner over mixture to form a triangle; keep folding back and forth into a triangle to end of strip. Repeat entire procedure with remaining phyllo sheets and mushroom mixture.
Place triangles, seam side down, on baking sheets. Lightly coat tops with cooking spray. Bake at 400° for 15 minutes or until golden. Serve immediately.