Put the oil and the mushrooms in a large (12-inch) nonstick skilletover medium-high heat.
Cook undisturbed until the mushrooms begin to release their liquid, then add 1/2 teaspoon salt and black pepper to taste, stirring the mushrooms around the pan. Continue cooking until they're softened and begin to take on some color, about 5 minutes.
Stir in the shallot, garlic and thyme and cook for a minute or until the garlic is fragrant.
Add the gnocchi and fry for one minute, stirring to coat with the oil.
Add the wine, stock or water to the pan and let it bubble for 15 seconds. Pour in the cream and bring to a simmer. Lower the heat to medium, cover and cook 5 minutes.
Remove from the heat and add the cheeses and parsley. Taste for seasoning and add more salt and pepper to taste. Serve hot.
If you're using frozen gnocchi, drop in boiling water for 30 seconds. Drain and proceed with recipe.
Check your supermarket's specialty cheese section for a mild blue cheese with a creamy texture. Some of my favorites for this recipe include Bleu D'Auvergne, Stilton, Saint Agur or Maytag.