Preheat oven to 400 degrees. Coat a baking sheet with cooking spray. Place the bones on the tray along with the mushrooms, carrots, onions, garlic, and a few fresh thyme sprigs. Drizzle with a bit of olive oil and season well with sea salt and freshly cracked pepper, to taste.
Place into the oven and roast the marrow bones, turning occasionally, until browned, 35-40 minutes.
Transfer to a large stockpot; add cold water to fill the stockpot 1-2 inches above the bones. Pour off fat from the pan, add ½ cup water, and stir, scraping up browned bits; add liquid to the pot along with parsley, thyme, bay leaves, and black peppercorns.
Bring to a boil, reduce heat, and simmer for 12-15 hours, occasionally skimming foam and fat from the surface. DO NOT STIR while it’s simmering. It will break up the veggies and make the stock very cloudy.
Carefully scoop out the bones and veggies with tongs or a slotted spoon and Discard.
Place the entire stockpot into the refrigerator with the lid off for at least 4 hours.
Scoop off the layer of fat and discard.
Pour the stock through a fine sieve that is also topped with cheesecloth. Pour into glass jars and refrigerate until used.
Side Note: If freezing, leave an inch of headroom from the top of the stock to the top of the freezer-safe jars, so that as the stock freezes and expands, it will not break the container.