Preheat the oven to 425°. On a large rimmed baking sheet, toss the mushrooms and onions with the oil and season with salt and pepper. Roast for about 30 minutes, until tender, tossing once. Sprinkle the vegetables with the thyme and toss. Sprinkle with the Gorgonzola and roast for about 5 minutes, until the cheese is melted. Transfer to plates and serve.