How to Make It
Preheat the oven to 350°. On a baking sheet, brush the portobellos with 1 tablespoon of the olive oil and season with salt and pepper. Bake for about 25 minutes, until tender; let cool slightly, then slice 1/2 inch thick.
Meanwhile, in a large, deep skillet, heat 1 tablespoon of the oil. Add the leeks, garlic and a big pinch of salt and pepper. Cook over moderate heat until the leeks are just starting to brown, 7 minutes; transfer to a bowl.
Heat 2 tablespoons of oil in the skillet. Add half of the button and cremini mushrooms and a thyme sprig, season with salt and pepper and cook over moderately high heat, stirring occasionally, until tender and browned, 8 minutes. Transfer to the bowl. Repeat with the remaining 2 tablespoons of oil, mushrooms and thyme sprig.
Return all of the cooked mushrooms to the skillet. Add the red wine and cook until evaporated. Add the broth, lemon zest and lemon juice and cook over moderate heat, stirring, until the mushrooms are coated in a light sauce, 4 minutes. Stir in the Marsala and cook for 1 minute. Off the heat, stir in the butter and arugula and season with salt and pepper.