Preheat oven to 425°F.
Toss mushrooms in a large bowl with the avocado oil, salt, garlic, thyme sprigs, and pepper.
Spread the mushrooms on a cast-iron pan or a parchment-lined baking sheet, and roast for 25–30 minutes, or until lightly browned. After 15 minutes, rotate the pan and stir the mushrooms.
While mushrooms roast, cook shallot slices in a dry cast-iron skillet over medium-high heat until lightly charred (3–4 minutes). Remove from heat, transfer to a small bowl, and add vinegar.
Remove mushrooms from the oven. Discard thyme sprigs, transfer mushrooms to a medium-sized bowl, add shallots, and cool. Season to taste and drizzle with olive oil, if needed. Serve warm or at room temperature.