Preheat oven to 400°F.
On a sheet pan prepared with cooking spray, arrange the polenta slices and bake until crispy on the bottom and heated through, about 20 minutes. Flip halfway through the baking time.
In a large skillet over medium-high heat. Add onion and cook, stirring often, until lightly browned, 2 to 3 minutes. Stir in mushrooms, salt and pepper, and cook, stirring often, until the mushrooms are softened and most of the liquid has evaporated, 8 to 10 minutes.
Add the white wine and bring to a boil, scraping up any browned bits from the bottom of the pan. Reduce the liquid until the pan is almost dry, 2 to 3 minutes. Stir in sour cream and bring to a simmer. Remove from the heat, stir in cheese and parsley.
Serve the cheese sauce over the polenta.