Preheat the broiler.
Wipe the mushrooms clean with a damp towel and slice. Heat a deep skillet with EVOO and butter over medium heat. When the butter melts into oil, add the bay leaf, garlic and mushrooms. Cook until the mushrooms are dark and tender, 12-15 minutes. Season with salt and pepper. Add the wine and cook for 1 minute. Add in the Dijon, Worcestershire and thyme, let reduce and thicken. Turn off the heat and reserve.
Split bread lengthwise. Hollow out some of the insides. Toast the bread lightly under the broiler. Fill evenly with mushrooms then top with cheese. Put loaves back under the broiler until cheese is melted and starting to brown. Remove from oven, cut each half into thirds and serve.