Heat your oven to 375℉. Grease a large casserole dish and set aside.
Spread the bread cubes on a baking sheet and bake for 10 minutes (or until they are golden brown.) Transfer to a large bowl and set aside.
In a large pan, heat the butter and olive oil until it begins to foam. Add all of the mushrooms and cook. Stir occasionally, until the mushrooms are golden brown - about 10-12 minutes.
Add the white onion, parsley and dried thyme. Stir to combine and cook for about 1 minutes. Add the wine and scrape the bottom of the frying pan to remove any bits that have stuck. Cook until the wine has mostly evaporated. Season with salt and pepper to taste.
Add the mushroom mixture to the bowl with the bread cubes. Add the beaten egg, stirring to combine. Pour the mushroom mixture into the prepared casserole dish.
In the frying pan that you cooked the mushrooms in, over medium heat, add the cream. Bring it to a simmer, then add the cheese 1 cube at a time. Whisk constantly until the cube has melted.
Continue with the each piece of cheese, whisking constantly. When the cheese is melted, season with salt and pepper to taste. Pour cheese sauce over the mushrooms and bread.
Bake for 20 minutes. Remove from the oven and serve.