Combine first 3 ingredients. Shape dough into a ball; cover and chill 1 hour.
Melt 3 tablespoons butter in a large skillet over medium heat; add onion, and sauté 12 minutes or until onion is golden. Stir in chopped mushrooms, and sauté 3 minutes. Stir in thyme, salt, and pepper. Sprinkle 2 tablespoons flour evenly over mushroom mixture. Stir in sour cream and sherry. Remove from heat, and set aside.
Pat or roll chilled dough to 1/8-inch thickness on a lightly floured surface; cut with a 3-inch round cutter.
Spoon 1 teaspoon mushroom mixture on half of each dough circle, fold dough over filling. Press edges together with a fork to seal. Place turnovers on an ungreased baking sheet.
Bake at 400° for 15 to 20 minutes or until edges are lightly browned; brush tops evenly with melted butter.
Note: To make ahead, place uncooked turnovers in a single layer on baking sheets, and freeze. Transfer frozen turnovers to large zip-top plastic freezer bags, seal and freeze up to 1 month. Place frozen turnovers on ungreased baking sheets. Bake as directed.
