Put the mushrooms in a roasting tin and drizzle over 1 tablespoon of the olive oil and the balsamic vinegar. Cook in a preheated oven, 180°C (350°F), Gas Mark 4, for 20 minutes.
Meanwhile, spread the breadcrumbs on a baking sheet with the thyme leaves. Pour over the remaining oil and season with salt and pepper. Place in the oven and cook for 6—8 minutes until golden and crispy.
Make the dressing. Put the cheese, oil and milk in a small saucepan and whisk over a gentle heat until the mixture reaches a pouring consistency, adding a little more milk if it is too thick.
Transfer the mushrooms to serving plates and top with the breadcrumbs. Arrange a handful of the mixed leaves to the side and drizzle with the warm dressing. Serve immediately.