1. Place first 6 ingredients in a large saucepan, and bring to a boil. Reduce heat, and simmer for 15 minutes or until vegetables are tender. Remove the carrot mixture from pan with a slotted spoon, and set aside. Reserve the cooking liquid, and set aside. Discard bay leaf.
2. Heat 1 1/2 teaspoons butter in a large nonstick skillet over medium heat. Add 1 1/2 teaspoons thyme and mushrooms; cook for 12 minutes or until mushrooms are tender, stirring occasionally. Remove from heat.
3. Melt remaining 1 1/2 teaspoons butter in a medium heavy saucepan over medium heat. Add 2/3 cup chopped shallots and garlic; cook for 3 minutes or until tender, stirring frequently. Pour 1/2 cup reserved cooking liquid into a bowl. Weigh or lightly spoon 1.5 ounces (about 1/3 cup) all-purpose flour into a dry measuring cup; level with a knife. Add 1.5 ounces all-purpose flour to 1/2 cup reserved cooking liquid in bowl; stir with a whisk.
4. Add remaining reserved cooking liquid, remaining thyme, cream, and sherry to pan with shallots; bring to a boil. Add flour mixture; stir with a whisk. Bring to a boil; reduce heat, and simmer until mixture thickens and is reduced to 3 cups (about 10 minutes), stirring frequently.
5. Place the reserved carrot mixture, mushrooms, and shallot mixture in a large bowl, and stir to combine. Spoon 1 1/3 cups mixture into each of 6 (10-ounce) ramekins coated with cooking spray.
6. Preheat oven to 400°.
7. Weigh or lightly spoon whole-wheat flour and 3 ounces all-purpose flour into dry measuring cups, and level with a knife. Combine whole-wheat flour, 3 ounces all-purpose flour, baking powder, and parsley in a medium bowl, stirring with a whisk. Cut in 3 tablespoons chilled butter with a pastry blender or 2 knives until mixture resembles coarse meal. Add 2/3 cup buttermilk to whole-wheat flour mixture, stirring just until moist. Drop dough by tablespoonfuls onto vegetable mixture, dividing evenly among ramekins. Brush the remaining 2 tablespoons buttermilk over topping. Bake at 400° for 45 minutes or until crust is golden brown.