Heat oil over medium heat. Add leeks (or onion) and cook, stirring occasionally, until just starting to brown, 4 or 5 minutes.Add mushrooms and cook, stirring occasionally, until their liquid has been released and has evaporated, 10 or 12 minutes.Add sherry (or other wine), increase heat to high and cook until most of the liquid has evaporated, about 5 minutes.Sprinkle the vegetables with the flour and stir to coat.Add milk; bring to a simmer and cook for 1 minute while stirring.Stir in Parmesan, sour cream, parsley, salt and pepper. Remove from heat.