Preheat the oven to 200°C/fan 180°C/gas mark 6. Heat the olive oil in a frying pan over medium-low heat and cook the shallot for 3-4 minutes until soft. Add the garlic for the final 1 minute.
Increase the heat to high and add the chopped mushrooms and thyme. Cook, stirring frequently, for 6 minutes, until the liquid has evaporated and the mushrooms are nicely browned. Tip into a medium bowl and leave to cool. Add the ricotta and pine nuts to the bowl and mix to combine. Season lightly.
Roll out a sheet of filo pastry and brush with butter. Divide it into three lengthways, then cut it in half widthways, so you have 6 rectangles. Place 1 tbsp of the filling at one short end of a rectangle, then roll up the pastry. Pinch the ends to form a cracker shape. Repeat the same process with the remaining filling and sheets of filo.
Place the parcels on a baking sheet lined with baking parchment. Brush with remaining butter and bake them for 15 minutes until golden. Once cooled slightly, tie chives around the ends to decorate.