Chop the mushrooms into thick slices (about 1/4 inch or 6mm), dice the onion and bacon.
Cook the mushrooms: Heat 2 tablespoons of oil in a large frying pan over medium-high or high heat (depending on how powerful your stovetop is). Add the mushrooms in an even layer and don't stir for the first 1-2 minutes letting the mushrooms at the bottom brown. Start stirring the mushrooms - they will start to release water. Cook them, stirring from time to time, for 2-3 minutes or until all the water is evaporated. When all the water is gone, spread the mushrooms in an even layer and don't stir for a minute letting them brown again. Then cook just briefly over high heat to brown the mushrooms a bit more. The mushrooms should be browned and still a bit crunchy. Transfer the mushrooms to a plate.
Add butter and bacon to the pan. Cook over medium heat for 2-3 minutes until bacon is just lightly browned. Add onions and cook for a couple of minutes or until onions are softened and bacon golden brown.
Add thyme, paprika, and tomato paste. Cook for a minute.
Add flour and cook for a minute.
Add beef broth and Worcestershire sauce. Cook until the sauce is thickened, about 3-4 minutes.
Temper sour cream: add it to a small bowl with 2-3 teaspoons of sauce and stir until combined. Add tempered sour cream to the sauce and whisk until combined.
Add the mushrooms back to the pan and stir to combine.
Season the sauce with salt and pepper to taste. Sprinkle with chopped parsley.