Heat the oil over high heat in a large pot or dutch oven. Add the mushrooms and allow them to cook, releasing their liquid, until the start to brown. Turn the heat down to medium and add the onions and cook, stirring occasionally until they are translucent.
Move the onions and mushrooms to a bowl. Add the butter to the pot and let it melt. Whisk in the flour, paprika, dill, salt and pepper to make a roux and cook for a few minutes.
Slowly whisk in the wine and broth and bring to a boil. Add the mushrooms and onions back in and allow the soup to simmer for about 15 minutes, adjusting the seasoning.
Whisk in the milk, sour cream, and then the vinegar. Ladle into bowls and top with dollops of sour cream and they parsley if using.