Heat a large pan over medium heat, adding a splash of olive oil or a knob of butter. Sauté the finely chopped onion until it softens and becomes translucent, about 5 minutes.
Add the sliced mushrooms, increasing the heat to medium-high. Sauté until the mushrooms release their liquid, start to brown, and most of the liquid evaporates, around 10 minutes.
Stir in the minced garlic, fresh thyme leaves, and paprika, cooking for another minute until the garlic is fragrant.
Sprinkle the flour over the mushroom mixture, stirring to coat the mushrooms. Cook for a minute to remove the raw flour taste.
Slowly whisk in the vegetable stock, stirring constantly to prevent lumps. Bring the mixture to a simmer.
Lower the heat to medium and stir in the sour cream and Dijon mustard until well combined. Season with salt and black pepper to taste.
Cook for another 2-3 minutes, until the sauce thickens to your desired consistency.