Add wild rice, chicken broth, bay leaf, and a pinch of salt to a 1-1/2 - 2 quart saucepan then bring to a boil. Place a lid on top then turn heat down to low and simmer for 40-45 minutes or until rice is al dente. Let pan sit on the heat with the lid on for 5 minutes then remove bay leaf, fluff rice with a fork, and set aside. Cook bacon in a large, 12" skillet over medium heat then transfer to a bowl. Turn heat up to medium-high then melt butter in skillet and add shallots, mushrooms, and celery. Once mushrooms have released their liquid and begin to brown, add dried thyme then season with salt and pepper. Saute until mushrooms are golden brown and vegetables are tender, 8-10 minutes. Add garlic and fresh sage then saute until garlic is very fragrant and golden brown, 1-2 minutes.