This is the result of endless experimentation. It's vegan but is often the preferred gravy of carnivores at my Thanksgiving table. The roasted shallots and garlic that get pureed into the gravy really make the difference. Plus the umami is really dialed up with mushrooms, nutritional yeast, mustard and madeira. (Note: if you make this in advance, you'll have to thin it out a bit with additional vegetable broth.) —cathyeats
Toss the shallots and garlic with a teaspoon of oil and place in a baking dish. Cover with foil and roast for 40 minutes. Remove garlic, but if shallots are not completely soft, roast for another 15 minutes. Remove from pan and allow to cool, then squeeze the soft insides out of the skin into a food processor.
Deglaze the roasting pan with a tablespoon of water or additional marsala and add to the food processor. Puree until smooth
In a large skillet, heat the remaining olive oil over medium heat. Sauté mushrooms and thyme until mushrooms are very soft, about 5 minutes. Stir in the flour and cook, stirring, for 3 minutes. Add the marsala and mix well, then whisk in the vegetable broth.
Add remaining ingredients, including the pureed shallots and garlic. Bring to a boil, then reduce heat and simmer for 10 minutes. Adjust seasoning to taste.