How to Make It
Preheat oven to 350°F. Melt butter with olive oil in a large skillet over medium-high. Add shallot; cook, stirring often, until slightly transparent and fragrant, 1 minute. Add mushrooms; cook, stirring occasionally, until mushrooms are tender and lightly browned, about 8 minutes. Add garlic, thyme, and rosemary; cook, stirring often, until fragrant, 1 minute. Add sherry, and cook until liquid is nearly all evaporated, 2 more minutes. Remove from heat; let cool slightly, 10 minutes. Mix in cream cheese, goat cheese, kosher salt, and pepper.
Coat 2 (12-cup) miniature muffin pans or 1 (24-cup) miniature muffin pan with cooking spray. Unroll both piecrusts on a work surface. Using a 3 1⁄4-inch round cutter, cut out 12 dough rounds; using a 2 1⁄2-inch round cutter, cut out 12 more dough rounds, combining and rolling out remaining dough once, if necessary.
Whisk together egg and water. Fit a 3 1⁄4-inch dough round into every other muffin cup in pans, leaving a small edge at top. Brush edges with some of the egg mixture. Spoon about 1 tablespoon mushroom mixture into each dough cup. Top each filled cup with a 2 1⁄2-inch dough round, crimping edges of bottom and top crusts together to seal.
Brush tops of pies with remaining egg mixture, and sprinkle with flaky sea salt and thyme. Bake in preheated oven until golden brown, 25 to 30 minutes. Cool 5 minutes before serving.
This recipe calls for leaving every other cup in the muffin pans empty to allow room to crimp the dough edges.