Sauté onion, garlic and mushrooms in olive oil in a large skillet over medium heat until tender. Slowly add chicken broth and cream. Continue to heat until sauce starts to thicken, about 2-3 minutes. Add meatballs to sauce. Reduce heat to low and add red wine and Parmesan cheese. Remove from heat and add lemon juice, tomatoes and basil.
Unroll phyllo dough and remove a single sheet. Place sheet on flat surface and brush with butter. Fold sheet over and brush top with butter. Remove another sheet and brush with butter, fold and place on top of first sheet, crisscrossing sheets. Repeat with a third sheet of phyllo dough and place on top of the second sheet, pivoting the sheet slightly. Gently press phyllo section into a large muffin pan. Fill pocket with meatball mixture and gently fold overhanging dough over the top, brushing with butter after each fold. Repeat with remaining phyllo dough (for a total of four pockets).