Preheat oven to 350ºF.In a large skillet heat 1 Tablespoon of olive oil over medium heat.Place mushrooms in skillet and sauté until mushrooms are cooked down and have become dry and tender (about 20 minutes). Set aside.While mushrooms are cooking, add 1 Tablespoon of olive oil to a second skillet and heat over medium heat.Place sliced red onion into skillet and cook until soft and caramelized (about 20 minutes). Set aside.Place 1 cup of the cooked mushrooms, garlic, walnuts, parsley, salt and pepper into a food processor. Process until coarse.Stream oil into coarse mixture to form the pesto.Place phyllo cups on a baking sheet.Add ½ to 1 teaspoon of pesto to bottom of each phyllo cup.Place ½ teaspoon of mushroom mixture on top of pesto.Place sprinkle of caramelized onions over mushrooms.Bake phyllo cups for 10-12 minutes until edges begin to brown.Allow to cool slightly, garnish with chopped parsely and serve.