In a large skillet, melt the 2 tbs of butter and add mushrooms and onions. Saute, on medium heat, until mushrooms give out liquid and about half the size. Pour most of the liquid off and transfer the mushrooms into a small casserole dish or ceramic pots (you can use large ramekins too).
In a small sauce pot, melt the 1 tbs of butter and add white wine. Simmer on medium heat for a couple of minutes, until the alcohol cooks out. Add the heavy cream and stir in the sour cream. Stir until all combined and add salt and pepper. Bring it to boil and pour over the mushrooms. Stir the mixture.
Sprinkle generously with cheese and bake for about 10 minutes (until the cheese is melted and starts to golden.)