Lightly coat a large crock pot with non-stick spray.
In a large skillet, over medium high, heat 1 tablespoon olive oil.
Season both sides of the chicken with salt and pepper.
Once the oil is hot and shimmering, add the chicken in a single layer.
Cook on the first side for 3 to 4 minutes, until browned, moving the chicken as little as possible so that it gets a nice sear; flip and brown on the other side; about 2 additional minutes; it does not need to be cooked all the way through.
Transfer the chicken to the crock pot.
Reduce the skillet heat to medium low and heat the remaining 2 teaspoons oil.
Add the shallot and cook until softened; about 3 minutes; stir in the garlic.
While the skillet is still warm, pour in the Marsala; increase the heat to medium and let simmer 2 minutes; remove from the heat.
Scatter the mushrooms over the top of the chicken.
Pour in the Marsala reduction.
Cover and let cook on low, until the chicken is cooked through and reaches 165°F; about 2-1/2 to 3 hours on low (timing will vary based on the crock pot model and the size of your chicken breasts).
Remove to a plate and cover to keep warm.
In a small bowl, whisk together the cornstarch and water.
Pour into the crock pot.
Cover and cook on high for 15 to 20 minutes or until thickened.
Return the chicken to the crock pot and let heat over high for 5 additional minutes to warm through.
Serve hot with desired accompaniments and sauce spooned over the top; finish with a sprinkle of fresh parsley, as desired.