Wipe the Portobello mushrooms clean with a damp cloth. Then use a knife to remove the mushroom gills and stems. Chop just the stems into small pieces and reserve them for use later.
In a small skillet over medium heat, add in 1 tablespoon of avocado oil.
Add the shallots and saute for a couple minutes, then turn the heat down to low and cook for 15 more minutes or until the shallots are crisped and caramelized.
Transfer the shallots to a plate and set aside. (The shallots will continue to dry and crisp after they are removed from the skillet.)
In the same skillet, add the mushroom stems to the same skillet and saute for 5 minutes or until softened and set aside.
Preheat the oven to 425°F and line a baking sheet with parchment paper.
In a small bowl, mix together the balsamic and remaining avocado oil.
Coat the mushrooms on both sides with the balsamic mixture and place them on the lined baking sheet.
Sprinkle on 1 sprig of the fresh thyme leaves and bake the mushrooms for 10 minutes.
After 10 minutes, remove from the oven and evenly top each mushroom with the brie cheese cubes.
Sprinkle on the reserved chopped mushroom stems, the coarse salt, and the remaining thyme leaves.
Turn the oven down to 350°F and bake again for 5 minutes or until the brie is melted.
Remove the mushrooms from the oven and top with the crisped shallots. Serve immediately.