Heat 2 tablespoons olive oil in a pan, add mushrooms and sauté until the liquid has completely evaporated and the mushrooms are golden brown (about 15 minutes).
Then remove mushrooms and place in a bowl.
In the same pan, heat 2 tablespoons of olive oil.
Add onion, carrot, celery and garlic and sauté until golden brown.
Add tomato paste and rehydrated mushrooms and sauté briefly. Then add the sauted mushrooms and mix well.
Deglaze with red wine and marsala (if you use it) and simmer until wine is completely evaporated.
Add pelati, mix well and simmer for about 25 minutes.
Finally, stir in milk, season with salt and pepper, mix well and serve straight away.