Add mustard, honey, mayonnaise, and lemon juice to a bowl. Mix until combined. Save¼ cup of this sauce. You can use it as a dip for the cooked chicken breasts.
Transfer chicken breasts to a plastic bag and add the remaining sauce. Close and shake to coat completely. Refrigerate for at least 30 minutes.
Preheat oven to 400°F.
Melt butter in a large oven-safe skillet. Add sliced mushrooms and cook 5-7 minutes or until lightly browned. Transfer to a clean plate.
Wipe out the skillet using a paper towel. Add olive oil and heat. Remove the chicken breasts from the marinade. Then, place chicken breasts in a single layer in the skillet. Cook until brown on both sides (about 5 minutes on each side).
Turn off the heat. Place cooked mushrooms on the chicken breasts. Then, add pieces of bacon and top with shredded cheese. Cover with a lid. Bake in a preheated oven for 15 minutes or until chicken breasts are ready. Check the readiness of the chicken breasts with a cooking thermometer (the safe internal temperature for cooked chicken is165°F). Serve with reserved honey mustard sauce. Sprinkle with the chopped parsley.