Preheat oven to 375 degrees. In a large skillet, heat 2 tablespoons oil over medium-high. Working in batches if necessary, add mushrooms and cook, tossing occasionally, until softened, 10 to 15 minutes. Transfer to a paper-towel-lined plate.
Wipe out skillet, return to heat, and add 2 tablespoons oil. Add leeks and season with salt and pepper. Cook, stirring frequently, until softened, 8 minutes. Add wine, and cook until almost evaporated, 2 to 3 minutes. Stir in cream, lemon juice, and thyme leaves.
Transfer leek mixture to a 2-quart baking dish. Top with mushroom slices, overlapping slightly. Sprinkle with Parmesan and bake until edges are bubbling, 20 to 25 minutes. Serve warm.
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