1. Preheat oven to 375°.
2. Place half of mushrooms in a food processor; process until minced. Place minced mushrooms in a bowl. Repeat procedure with remaining mushrooms. Rinse and wipe processor clean.
3. Heat a large skillet over medium-high heat. Add oil to pan; swirl to coat. Add onion; sauté 3 minutes. Add garlic; sauté 1 minute. Add mushrooms; cook 7 minutes or until liquid evaporates and mushrooms begin to brown. Add sherry; cook 1 minute, stirring frequently. Remove from heat; stir in thyme. Cool slightly.
4. Combine mushroom mixture, panko, and next 4 ingredients (through egg), mixing until well combined. Shape mixture into a 7 x 3-inch free-form loaf on a foil-lined baking sheet coated with cooking spray. Bake at 375° for 20 minutes. Remove from oven; brush with half of ketchup. Bake an additional 10 to 15 minutes or until a thermometer registers 160°. Remove from oven; brush with remaining ketchup. Cut into 8 slices.
MyRecipes is working with Let's Move!, the Partnership for a Healthier America, and USDA's MyPlate to give anyone looking for healthier options access to a trove of recipes that will help them create healthy, tasty plates. For more information about creating a healthy plate, visit www.choosemyplate.gov.