Preheat the oven to 400°F. Place your oven rack on the lowest shelf in the oven and make sure you'll have enough room to place your roasting pan on that rack.
Place the mushrooms in a large nonstick roasting pan-- the four whole mushrooms too (about 16x13-inch- I use my turkey roasting pan). Drizzle olive oil on top and toss until the mushrooms are coated. Sprinkle with salt and pepper. Roast on the lowest shelf in the oven for 20 minutes. Remove from oven and add the shallots; stir to combine. Return the pan to the oven and continue roasting for 10 more minutes.
MAKE THE SOUP:
Remove the roasting pan from the oven (Remove the 4 whole shiitakes and set aside). Pour the wine into the roasting pan; stir. Add the chicken broth, 2 cups of water, and thyme leaves. Return the pan to the oven and let cook, simmering, for about 20 more minutes. Remove the pan from the oven and transfer its contents to a large serving bowl.
Remove a couple of large ladlefuls of the soup to a separate bowl. Use an immersion blender to puree the amount that was scooped out (or puree in a blender).
Pour the puree, cream, and lemon juice into the large serving bowl. Season with salt and pepper.
Serve the soup hot, topped with reserved whole shiitakes for garnish.
Notes
If you are preparing this soup as gluten-free, just be sure to use a brand of broth that is known to be GF.