Preheat the oven to 375F.
Zest the lemon, reserving the juice for later.
In a small bowl combine zest, thyme and olive oil just enough to make the mixture pourable.
Spread mushrooms an even layer on a baking sheet (I line my baking sheet with parchment paper to make clean up easy)
Drizzle with half the olive oil mixture evenly among the mushrooms, just spreading it across the top, sprinkle with salt and pepper to taste, and toss to combine.
Bake for 10 minutes. Sprinkle the parmesan over the mushrooms and return to the oven for another 5 minutes, or until mushrooms turn a golden brown color. Toss occasionally.
You can also finish them off under the broiler for a minute or two to get the cheese melts and extra browned on top.
Remove from oven.
Drizzle the remaining olive oil mixture and lemon juice to taste over the mushrooms.
Serve immediately.