Generously pray a medium sized sauce pan with nonfat cooking spray, and set over medium heat. Add in the garlic, and butter and sauté until garlic becomes fragrant.
Add in the wine and mushrooms and sauté for another 3-5 minutes.
Stir in broth, Worcestershire sauce, and thyme. Cook, stirring occasionally until broth boils, then reduce heat and let simmer for 10 minutes.
Stir in milk and nutmeg, and then season with salt and pepper to taste.
Remove from heat, let sit for 2 minutes, and then stir in yogurt. Stir constantly until well blended.
Divide evenly amongst 4 small bowls and serve immediately.