Preheat oven to 400 and allow oven safe skillet, deep grill pan, roasting pan, or cast iron pan(this is what I use) to heat in oven while preparing chicken.
In medium bowl combine mushrooms, onions, artichokes and garlic. Add thyme, salt, pepper, butter , lemon juice and cheese and stir to incorporate and combine.
Spoon a portion of the stuffing onto each piece of chicken(amount depends on size of pieces) and roll until edges of chicken meet. Place toothpicks near where the edges meet, just to help keep them in place, but place high enough that toothpicks won't rest on bottom of baking pan.
Remove heated pan from oven and place all chicken pieces, seams side DOWN onto hot pan. This will immediately seal those edges so the stuffing shouldn't leak out much, while baking.
Brush tops of chicken with olive oil and sprinkle with Old Bay or paprika See Photo
Bake for 20-30 minutes, depending on thickness of pieces, until juices run clear and 170 degrees. Do not turn chicken while baking
Toothpicks should remove easily after a short rest.