In a sauté pan, heat the olive oil. When hot add the shallots and cook until light golden brown, Add the mushrooms and the fresh herbs and sauté for a few minutes or until all the water has evaporated and the mushrooms are dried. Set aside to let cool.
In a glass bowl, mix mascarpone, garlic, thyme, chives and salt & pepper. Place 16 wonton skins on a work surface. Using a small paintbrush or your fingertip, "paint" the egg onto one side of each wonton skin. Place 1 tablespoon of the cheese mixture in the center of 8 of the squares, (You may also use a small #40 ice cream scoop). Place a small amount of the mushroom on top of the cheese and place a second wonton skin on top of each filled bottom (painted side down) and press firmly to close. Using a cookie cutter, a fluted cutter or a knife cut 2-1/2-inch round circles and discard the excess wonton skin. You may refrigerate the ravioli, covered, in a single layer on a baking tray. Bring a pot full of water to boil. Cook the ravioli until they float to the top, approximately 3 to 4 minutes.