In medium skillet cook mushrooms in the 1 tablespoon margarine or butter until tender. Stir in sherry, Worcestershire sauce, thyme, and pepper. Cook, uncovered, until liquid evaporates (about 1 minute). Remove from heat. Stir in bread crumbs. Set aside to cool.
Lightly brush one sheet of phyllo dough with some of the 3 tablespoons melted margarine or butter. Place another sheet of phyllo dough on top of the first sheet and brush with margarine. Repeat with two more sheets of phyllo, brushing each with margarine. Cut a 9-1/2- to 10-inch circle from the stack. (Discard trimmings.)
Slice Brie in half horizontally. Place one half in center of phyllo stack. Spread with about half the mushroom filling. Top with other half of Brie and remaining mushroom mixture.
Wrap phyllo up and over Brie and mushroom filling, pleating phyllo as needed to cover. Brush phyllo with remaining margarine. Place in a shallow baking pan. Bake in a 400 degree F oven about 20 minutes or until golden. Serve at once with fruit or crackers. Makes 6 servings.