1. In medium-sized bowl, with hand knead cream cheese, 1 1/2 cups flour, and 1/2 cup butter or margarine (1 stick) until smooth. Shape dough into ball; wrap with plastic wrap or foil; refrigerate until chilled, about 1 hour.
2. Meanwhile, in 10-inch skillet over medium heat, in 3 tablespoons hot butter, cook mushrooms and onion, until tender. Stir in sour cream, salt, thyme, and 2 tablespoons flour.
3. On floured surface, with floured rolling pin roll half of dough 1/8 inch thick. With floured 2 3/4-inch round cookie cutter, cut out 20 dough circles. Repeat with remaining dough and trimmings to make about 48 dough circles in all.
4. On one-half of each dough circle, place a teaspoon of mushroom mixture. Brush edges of circles with some egg; fold dough over filling. With fork, firmly press edges together to seal; prick tops; brush with remaining egg. Place turnovers on ungreased cookie sheet, about 1 inch apart. If not serving right away, cover with foil and refrigerate.
5. About 25 minutes before serving, preheat oven to 450°F. Bake turnovers 12 to 14 minutes, until golden.