Preheat the oven to 375 degrees . On a wire rack set inside a baking sheet, cook the bacon until crispy, about 20 minutes.
In a large skillet, heat 2 tbsp. butter over medium-high. Add the mushrooms and thyme. Cook, stirring, until the mushrooms brown, about 10 minutes. Add the shallots; cook, stirring, until slightly browned, about 2 minutes. Season with salt and pepper, add the stock and reduce the heat to low. Let the mushroom mixture simmer, stirring occasionally, until thickened, about 10 minutes.
In a large bowl, mix the beef, wine, onion, parsley, olive oil and Worcestershire. Form into 4 patties (thinner in the center for even cooking). Heat a large cast-iron skillet over medium-high. Cook the patties until browned, about 4 minutes. Turn patties; cook 2 minutes. Top each with 2 slices of cheese. Tent the skillet with foil and cook until the cheese melts, about 2 minutes.
Divide the patties among the bun bottoms. Top with the mushrooms, bacon and the bun tops.