Heat a large pan over medium heat, add a splash of olive oil or a knob of butter. Add the finely chopped onion to the pan, sautéing until it begins to soften and become translucent, about 5 minutes.
Add the sliced mushrooms to the pan, 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 ensure the mushrooms are well-coated. Cook for a minute to remove the raw flour taste.
Slowly whisk in the vegetable stock, stirring constantly to prevent lumps from forming. 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.
Allow the sauce to cook for another 2-3 minutes, until it thickens to your desired consistency.