Mushroom And Sausage Purses With Madeira Cream Sauce

For Sauce: Boil Madeira and shallots in heavy med. saucepan until almost all liquid evaporates, about 5 min. Add stock and boil until reduced to about 1/2 c, about 10 minutes. Add cream and boil until reduced to sauce consistency, about 10 min. For Purses: Cook sausages in heavy, large skillet over medium high heat until no longer pink, crumbling with fork, about 5 min. Transfer to a bowl using a slotted spoon. Pour off fat from skillet. Add 1/4 c butter and oil to skillet and let butter melt. Add mushrooms and saute 6 minutes. Add shallots and thyme and saute until almost all liquid is absorbed, about 5 minutes. Add sausages and cool. Mix cream cheese and ricotta in bowl to blend. Add mushroom mixture and stir to blend. Stack 2 phyllo sheets on work surface. Cut off a strip to form a 12" square. Reserve strip. Brush square with melted butter. Place 1/8 of sausage mixture in center of square. Gather up corners and form bundle. Gently twist phyllo strip to form ropelike tie, and make a loose knot to form a bundle. Place bundle on a baking sheet, and brush with butter. Repeat with remaining phyllo sheets. (Can be made 4 hours ahead. Cover and chill.) Preheat oven to 400. Bake bundles until golden brown, about 20 minutes. Bring sauce to simmer and spoon onto plates. Top with pastry.