1.Separate the mushroom stems from caps. Chop the stems and set aside the caps. Preheat oven to 425 degrees.
2.In a small pan, melt the butter over low heat and saute the onion until soft. Add mushroom stems and cook until the liquid evaporates, 5 minutes.
3.Remove from heat and add the cheese, thyme, salt and pepper. Brush mushroom caps with olive oil and fill each with the cheese mixture. Place on a small baking sheet and brush with the remaining oil.
4.Bake for 10 minutes or until lightly brown. Serve hot.