Preheat the oven to 400°F.
In a baking dish line one large baking sheet with foil.
On the baking sheet spread mushrooms and sprinkle some olive oil on top.
Season with black pepper and salt and toss. Cover the baking dish with the aluminum foil and bake them for half an hour.
Remove the aluminum foil cover and continue baking 15 minutes more.
Slightly cool them down. After that time put one can of broth and one half of the mushrooms in a blender and mix well. Set aside.
Now it's time in a large pot to melt coconut oil over high heat. Then add garlic and onion and sauté until onion is not raw yet still has some crisp to the bite.
Add flour and stir 2 minutes, after that add broth, cream, and thyme and stir in remaining mushroom puree and cooked mushrooms.
Over low heat simmer for about 10 minutes or until thickened. You can add more salt and pepper to taste.