In same skillet, heat remaining 2 tablespoons butter over medium heat. Cook mushrooms in butter about 5 minutes, stirring occasionally, until lightly browned. Add shallot and sage; cook and stir about 3 minutes or until shallot is softened. Pour Marsala wine into skillet; heat to boiling, scraping up brown bits from bottom of skillet. Stir in chicken broth, whipping cream and remaining 1/4 teaspoon salt and 1/4 teaspoon pepper. Heat to boiling. Reduce heat to low; simmer about 3 minutes or until slightly thickened.