In a large bowl, combine the beef, panko, egg, Worcestershire, thyme, and spices. Gently mix by hand—over-working the meat makes the steaks tough. Shape into 4 to 6 oval patties, about ¾-inch thick.
Heat a large skillet over medium-high heat with a touch of oil. Sear the patties for 3–4 minutes per side until a deep brown crust forms. Remove them from the pan (they will finish cooking in the gravy later).
In the same skillet, melt the butter. Add the sliced mushrooms and shallots. Cook until the mushrooms have released their moisture and turned a rich golden brown.
Pour in the dry sherry first, scraping the bottom of the pan to loosen any flavorful bits. Sprinkle the flour over the mushrooms and stir for 1 minute. Slowly whisk in the beef bone broth until the liquid is smooth.
Return the beef patties to the skillet, nesting them into the mushroom mixture. Lower the heat to medium-low, cover, and simmer for 10 minutes. This allows the meat to absorb the gravy while the sauce thickens into a velvety consistency.
Serve each steak over a generous mound of Creamy Mashed Potatoes, ladling the extra mushroom gravy over both. Top with fresh parsley.