For the polenta: In a medium saucepan, bring 4 cups water to a boil with 1 1/4 teaspoons salt. Whisk in the polenta and reduce the heat to medium-low. Cook, continuing to stir to prevent burning and so there are no lumps, until the polenta starts to thicken, about 7 minutes. Remove from the heat.
For the Stroganoff: Add 2 tablespoons olive oil to coat the bottom of a large skillet. Saute the onions and shallots over medium heat until soft, about 4 minutes. Add the thyme and garlic and cook until lightly golden around the edges. Sprinkle with salt and pepper. Add the mushrooms and cook until caramelized, about 5 minutes. Transfer the contents of the pan to a bowl and remove and discard the thyme sprigs.
Sprinkle the beef with salt and pepper. Return the pan to the stove and add the remaining 2 tablespoons of olive oil and the beef. Cook until browned on one side, 1 to 2 minutes, then flip and brown on the remaining side, 1 to 2 minutes more. Remove the meat to the bowl with the vegetables. Add the brandy and deglaze the pan, scraping up any brown bits that are stuck to the bottom. Add the beef stock and let come to a simmer. Add the spinach leaves and cook until wilted, then return the vegetable and meat mixture to the pan and heat through. Add salt and pepper, if needed.
Top the polenta with the meat and mushroom mixture. Garnish with sour cream, parsley and lemon zest.