Place two slices of cheese on the unbuttered side of four slices of bread. Set aside.
In a large non-stick skillet, sauté the mushrooms and shallots over medium-high heat with 15 ml (1 tbsp) of butter for about 10 minutes, or until mushrooms are lightly browned.
Season with salt and pepper.
Add the thyme and lemon zest. Stir.
Divide the mixture among the four slices of bread with cheese.
Top with the second slice of bread, buttered-side up.
Wipe the skillet with a paper towel and then add the sandwiches.