Cook wild rice according to package directions.
Meanwhile, cook onion and next 5 ingredients in butter in a large Dutch oven over medium-high heat stirring constantly until onion is tender.
Add mushrooms and celery; cook, stirring constantly until mushrooms are tender.
Reduce heat to low. Add flour, stirring until blended.
Cook 1 minute, stirring constantly.
Gradually add chicken broth; cook over medium heat, stirring constantly until slightly thickened.
Stir in cooked rice, half-and-half, and sherry.
Cook until thoroughly heated