Heat The Olive Oil In A Large Skillet Over Medium-High Heat. Add The Shallots; Cook And Stir Until Starting To Brown. Reduce The Heat To Medium And Add The Mushrooms, Thyme, Garlic And Chives; Continue To Cook Until The Liquid From The Mushrooms Has Evaporated, 5 To 10 Minutes. Remove From The Heat And Set Aside To Cool. In A Medium Bowl, Stir Together The Mascarpone Cheese And Mushroom Mixture. Season To Taste With Salt And Pepper; Set Aside. Lay Out 16 Wonton Wrappers On A Clean Surface. Whisk Together The Egg And Milk In A Small Cup. Brush The Egg Wash Onto The Wrappers. Place One Tablespoon Of The Cheese Mixture Onto The Center Of Each Square. Top The Cheese With A Small Spoonful Of The Mushroom Mixture. Place A Second Wonton Wrapper Over The Top Of All The Filling And Press To Seal The Edges. You May Refrigerate The Ravioli On A Baking Tray Covered With Plastic Wrap. Bring A Large Pot Of Lightly Salted Water To A Boil. Add The Ravioli One At A Time And Cook Until They Float To The Top, 3 To 4 Minutes.