Preheat oven to 450 degrees.
Toss mushroom in oil and place on baking pan.
Roast mushrooms in the oven for 20-25 minutes, then remove from oven and roughly chop.
Add mushrooms, chicken broth, onion, garlic, thyme and bay leaf to a pot and simmer for 1 hour.
Melt butter in a separate saucepan on low heat, add flour to create a roux and stir frequently while the roux darkens slightly in color, approx 5 minutes.
Slowly add half-and-half into the roux, continuing to stir.
Remove bay leaf and thyme and add mushroom pot to a blender and puree until mixture is smooth. Then add mixture into a pot with the roux, stirring to incorporate.
Add salt and pepper.