The mushroom mixture can be made ahead and refrigerated up to a day in advance. Just bring it to room temperature before filling the phyllo shells. The phyllo shells come prebaked, so they are ready to fill once thawed.
Heat a large nonstick skillet over medium-high heat. Add oil to pan; swirl to coat. Add the shallots, and saute 1 minute.
Add sage, 1/2 teaspoon salt, pepper, and mushrooms; saute 4 minutes. Add garlic, and saute until the mushrooms are lightly browned and the liquid almost evaporates (about 5 minutes). Stir in the sherry and soy sauce; cook for 30 seconds or until the liquid almost evaporates.
Place the mushroom mixture in a medium bowl. Stir in the remaining 1/8 teaspoon salt, sour cream, half and half, and goat cheese.
Spoon about 2 teaspoons mushroom mixture into each phyllo shell. Garnish with fresh chives.