Saute sausage until no longer pink. Cool, then crumble the meat into small bits. Clean the mushrooms and mince fine. Squeeze them dry in the corner of a dish towel. Saute the minced mushrooms with the shallots in the 6 Tbs butter and 2 Tbs oil over moderately high heat, stirring frequently. Cook the mixture until the pieces separate and the liquid has evaporated. Season to taste with salt and pepper. Combine with sausage and blend to taste with salt and pepper. Combine with sausage and blend in cream cheese. Set aside
Place a fillo sheet on a cookie sheet. Brush with melted butter and sprinkle on a light layer of bread crumbs. Repeat with second and third sheets, and then butter but do not crumb the fourth sheet. Put half the sausage-mushroom mixture on narrower edge of strudel dough, leaving a 2 inch border at sides. Fold in sides, then roll. Put strudel on a buttered baking sheet and brush with melted butter. Repeat for second strudel. Bake in a 400° oven until brown, about 20-25 minutes. Cut it crosswise to serve using serrated knife or shears .
Can be made and baked ahead, stored in refrigerator overnight and reheated. you can multiply easily making a large batch and freezing. Simply defrost about 3 hours before putting in oven for 1/2 hour.