Preheat oven to 375 degrees F (190 degrees C). Spray a 9-inch pie plate with non-fat cooking spray.
Melt 3 tablespoons butter in a large skillet over medium heat. Add mushrooms, and onions, stirring occasionally, until liquid from the mushrooms has cooked down, about 10 minutes. Stir in lemon juice and thyme and simmer 2 minutes.
Melt 3 tablespoons butter in a separate saucepan. Whisk in flour and stir constantly for about 1 minute. Gradually add the Swanson(R) Chicken Broth, Marsala, and half-and-half, whisking until sauce is smooth and thickened, about 3 minutes. The sauce should be very thick. Season to taste with salt and pepper.
Transfer the mushroom mixture to the sauce broth/Marsala mixture; stir well.
Roll out one sheet of puff pastry to fit the pie plate. Press evenly into the bottom and sides of the pie plate; trim the excess pastry. Spoon the mushroom mixture into the pastry shell.
Roll out the second sheet of puff pastry, and place on top. Trim excess, and crimp the edge to seal. Cut a few slits in the top for steam to escape. Brush the top of the pie with the beaten egg.
Bake in the preheated oven until golden brown and mushroom mixture is bubbly, about 40 minutes. Allow the pie to cool slightly before serving.
You can substitute white button mushrooms for the baby bellas, and whole milk for the half-and-half. When you're sautéing the mushrooms, go ahead, and start on your roux/sauce. This will save you some time.
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