1. Preheat oven to 425°.
2. Cut the top off each garlic head; discard. Rub cut side of each garlic head with 1 teaspoon oil. Remove white papery skin from garlic heads (do not peel or separate the cloves). Wrap garlic in foil. Bake at 425° for 1 hour or until tender; cool 10 minutes. Separate cloves; squeeze to extract garlic pulp. Discard skins. Combine garlic pulp and 2 tablespoons Madeira in a bowl; mash with a fork.
3. Bring 1 1/2 cups stock to a boil. Add porcini; let stand 30 minutes or until soft. Drain through a colander over a bowl, reserving soaking liquid; chop porcini. Combine porcini liquid and remaining 3 1/2 cups stock; bring to a simmer in a medium saucepan (do not boil). Keep warm.
4. Heat a Dutch oven over medium heat. Add remaining 2 tablespoons oil; swirl to coat. Add onion to pan; sauté 5 minutes or until tender. Add cremini and shiitake mushrooms; cook 5 minutes or until browned, stirring occasionally. Stir in porcini. Add rice; sauté 1 minute, stirring constantly. Add remaining 1/2 cup Madeira; cook 1 minute or until liquid is absorbed. Stir in 1 1/2 cups stock; cook 4 minutes or until liquid is nearly absorbed, stirring constantly. Add remaining stock, 3/4 cup at a time, stirring constantly until each portion of stock is absorbed before adding the next (about 25 minutes total). Reserve 1/3 cup stock from the last addition. Remove pan from heat; stir in garlic mixture, remaining stock, cheese, salt, pepper, and chopped sage. Spoon into shallow bowls. Garnish with sage leaves, if desired.