Spray mini loaf pans with non-stick spray and line with plastic wrap.
In a saute pan, add the oil, onion and leeks, sauteeing for a few minutes.
Add the sliced mushrooms and cook until beginning to brown. Cool slightly.
Once the mushroom mixture has cooled, add it to a food processor along with the walnuts, cream cheese, parsley, thyme, hot sauce, lemon juice and season with salt and pepper to taste.
Press the mixture firmly into desired prepared loaf pans.
Chill for several hours before gently remove from the pan.
Transfer to a serving plate.
Top with additional sauteed mushrooms and leeks. Garnish with parsley.