Cook the udon noodles according to package instructions. Drain and set aside.
In a large skillet, heat the olive oil over medium heat. Add the diced onion and sauté until translucent, about 5 minutes.
Stir in the minced garlic and sliced mushrooms. Cook for another 5-7 minutes until the mushrooms are tender and browned.
Pour in the vegetable broth and bring to a simmer. Let it cook for about 3 minutes.
Reduce the heat to low and stir in the heavy cream, soy sauce, and sesame oil. Season with salt and pepper to taste. Allow the sauce to thicken for about 3-5 minutes.
Add the cooked udon noodles to the skillet, tossing to coat them in the creamy sauce. Cook for an additional 2 minutes until heated through.
Serve hot, garnished with sliced green onions and sesame seeds.