In a small saucepan, combine pinot gris wine and shallots; bring just to a boil. Reduce the heat to medium-low and simmer until reduced in volume to approximately 1/4 cup.
Whisk in cream and Dijon mustard; reduce until thick enough to coat a spoon.
Add salt and pepper to taste. Add thyme; set aside in a warm place until time to serve.
Yields approximately 1 cup.
Pinot Gris Dijon Sauce Recipe: https://whatscookingamerica.net/sauces_condiments/pinotgrisdijonsauce.htm