Heat oil in a large sauce pan over medium heat. Add butter and allow to melt. Add garlic and saute until fragrant, about one minute.

Add in chopped mushrooms, thyme, bay leaf, and Worcestershire. Cook over medium heat for about 5 minutes, or until the moisture from the mushrooms is gone.

Add chicken broth and turn heat up to medium high. Bring mixture to a boil, stirring occasionally. Reduce heat to medium low and simmer for about 10 minutes.

Stir in diluted cornstarch. Keep the mixture at a steady simmer, stirring constantly, while mixture thickens.

Stir in milk and heavy cream and bring back to a simmer. Taste then season with salt, pepper, and a bit of nutmeg. If the mixture is too thin (mine was at this point), dilute another tablespoon of cornstarch in a bit of water and stir it in, again allowing the mixture to thicken as it simmers.

Remove from heat and serve immediately. Like most cream soups, this will develop a skin as it cools, so it's best to get it to your bowls and your bellies as soon as possible!