Preheat the oven to 350°F.
In a large bowl, combine ground beef, breadcrumbs, onion, garlic, egg, milk, Worcestershire sauce, salt, pepper, thyme, and oregano. Mix until just combined, being careful not to overmix.
Shape the meat mixture into a loaf and place it in a greased 9x5-inch loaf pan.
In a skillet over medium heat, add olive oil and sauté the mushrooms until they are golden brown, about 5 minutes.
Pour in the Marsala wine and bring to a simmer. Cook for an additional 5 minutes until slightly reduced.
Pour the mushroom and wine mixture over the meatloaf in the pan.
Bake in the preheated oven for 1 hour, or until the internal temperature reaches 160°F.
Let the meatloaf rest for 10 minutes before slicing. Garnish with fresh parsley before serving.