Lightly grease the inside of a 6-quart slow cooker with a bit of butter or nonstick spray to help prevent sticking.
Place the raw beef tenderloin chunks in an even layer on the bottom of the slow cooker. Sprinkle lightly with a pinch of salt and pepper, using some from the measured amounts.
Scatter the refrigerated cheese tortellini evenly over the beef. It’s okay if some pieces fall down between the beef chunks.
In a large mixing bowl or large measuring cup, whisk together the Marsala wine, beef broth, heavy cream, melted butter, minced garlic, sliced mushrooms, fresh thyme leaves, remaining salt, and black pepper until well combined. This is your one creamy Marsala mixture.
Hold the bowl of the Marsala mixture over the slow cooker and slowly pour the entire mixture over the raw beef tenderloin chunks and cheese tortellini, making sure the mushrooms and herbs are spread around. Gently press down any exposed tortellini so they’re mostly nestled in the liquid.
Cover the slow cooker with the lid and cook on LOW for 4 to 5 hours, or on HIGH for 2 to 2 1/2 hours, until the beef is very tender and the tortellini are cooked through. Avoid lifting the lid too often so the heat stays in.
If you prefer a thicker, more gravy-like sauce, about 20 minutes before serving, whisk the cornstarch and cold water together in a small bowl to make a smooth slurry. Stir the slurry into the slow cooker, re-cover, and cook on HIGH for another 15 to 20 minutes until slightly thickened.
Once the beef is tender and the sauce has reached your desired thickness, stir in the grated Parmesan cheese until melted and creamy. Taste and adjust seasoning with a little more salt and pepper if needed.
Spoon the creamy Marsala beef and tortellini into bowls. Garnish with extra fresh thyme leaves and chopped parsley, plus more Parmesan if you like. Serve warm and enjoy that cozy, hits-different-every-time slow cooker dinner.