Preheat the oven to 180°C (350°F).
Using a sharp knife, create a pocket in each chicken breast by slicing horizontally through the thickest part, being careful not to cut all the way through.
Heat olive oil in a pan over medium heat. Add the chopped onion and garlic and sauté for 2-3 minutes until softened.
Add the sliced mushrooms and cook for 5-7 minutes, until the mushrooms release their moisture and become tender.
Stir in the heavy cream, Parmesan cheese, thyme, salt, and black pepper. Cook for another 2-3 minutes until the sauce thickens slightly.
Stuff each chicken breast with the creamy mushroom mixture, securing the opening with toothpicks if needed.
Heat a little more olive oil in a skillet over medium-high heat. Sear the chicken breasts on both sides for 2-3 minutes until golden brown.
Transfer the chicken to the preheated oven and bake for 20-25 minutes, or until the chicken is fully cooked.
Garnish with fresh parsley and serve hot.