In a bowl, beat cream cheese and butter until smooth; stir in flour. Cover and refrigerate dough for at least 1 hour. Meanwhile, in a skillet or saucepan over medium heat, saute mushrooms and onion in butter until tender. Remove from the heat. Add cream cheese, salt, thyme and pepper; stir until cheese is melted. Cool to room temperature. On a floured surface, roll dough to 1/8-in. thickness. Cut into 3-in. circles. Combine egg and water; lightly brush edges of circles. Place about 1 teaspoon of filling in center of each circle. Fold over; seal edges. Brush with egg mixture. Bake at 400° for 15-20 minutes or until golden brown.