I would pick the little wondrous creature up and set him in my room; however, if ever the mushroom became an annoyance, or made threats and so on, then I would immediately go about consuming it.

Or I would go into biogenetics and the like and try to dicover a method of cloning this magical creature. That way I would have nigh infinite wishes...

But if I couldn't discover a way to clone it, and it became an annoyance of any sort, then I would immediately create a lovely mushroom pasta out of it. Nothing has magic go down better than Fetticini Mushroom Chicken/Shrimp Pasta.