To prepare jam, heat 2 teaspoons butter in a large nonstick skillet over medium-high heat. Add onion, shallots, and sugar; sauté 8 minutes or until onion is lightly browned. Add garlic, and sauté 1 minute. Stir in wine and broth; cook for 5 minutes or until liquid evaporates. Remove from heat, and stir in cheese, chives, thyme, and salt.
Preheat oven to 400°.
Place 1 phyllo sheet on a large cutting board or work surface (cover remaining phyllo to prevent drying). Cut sheet in quarters lengthwise; lightly coat with cooking spray. Spoon 1 level tablespoon onion mixture onto 1 short end of each strip, leaving a 1-inch border. Fold 1 corner of edge with 1-inch border over mixture, forming a triangle; continue folding back and forth into a triangle to end of strip. Repeat procedure with remaining phyllo, cooking spray, and onion mixture. Place triangles, seam side down, on a baking sheet coated with cooking spray. Brush tops of triangles evenly with 4 teaspoons melted butter. Lightly coat tops with cooking spray. Bake at 400° for 11 minutes or until golden.