1. Warm the olive oil over medium heat in a large pot. Add the sliced mushrooms and onion, and sauté for 10-15 minutes, stirring frequently.
2. Stir the Worcestershire sauce into the mushrooms and onions, then add the carrots and garlic and cook for another minute, until the garlic is fragrant.
3. Now add the dried sage, smoked paprika, wild rice and vegetable broth to the pot. Stir to mix everything together.
4. Bring the soup to a boil, then lower heat and simmer, covered, for about 45 minutes, until the rice is tender.
5. Add 1.5 cups of the soup to a high powered blender along with the raw cashews. Blend until very smooth. Add the cream back to the pot and stir well. The soup should be very creamy at this point.
6. Add salt and black pepper to taste. Serve, garnished with chopped parsley if desired.