Prepare the vegetables: Slice the mushrooms, chop the onion, and mince the garlic.
In a large mixing bowl, combine the sliced mushrooms, chopped onion, minced garlic, thyme, salt, and pepper. Toss to mix well.
Lightly coat the bottom of the slow cooker with olive oil to prevent sticking. Add the mushroom mixture into the slow cooker.
Pour the vegetable broth and sherry over the mushroom mixture. Stir to combine all ingredients.
Cover the slow cooker and set it to low. Cook for 6 hours until the vegetables are tender.
Once cooked, you can choose to blend the soup for a creamy consistency: use an immersion blender to puree the soup directly in the slow cooker, or carefully transfer batches to a regular blender.
After blending (if desired), stir in the heavy cream and lemon juice, then heat for an additional 10 minutes in the slow cooker.
Taste and adjust seasoning if needed. Serve hot, garnished with fresh parsley.