In a small bowl, combine Dijon mustard, honey, mayonnaise and lemon juice.
Pour half the sauce into a small bowl, reserve.
Place the chicken in a ziplock bag.
Pour the remaining marinade in the bag and toss the chicken to coat.
Chill in the refrigerator for at least two hours.
In a skillet, melt butter and add mushrooms.
Cook for 7 minutes, or until the mushrooms are tender and just starting to turn golden brown. Set aside.
Heat grill to medium high heat.
Remove the chicken from the marinade and season each piece with salt and black pepper.
Place the chicken on the grill and cook for about 4 minutes on each side
Transfer the chicken to an oven safe casserole dish.
Divide mushrooms on top of each piece of chicken.
Half bacon slices and place on the chicken.
Divide the Monterey Jack Cheese and the Cheddar cheese evenly and sprinkle over each piece of chicken.
Place the chicken in preheated 400 degree oven and bake for about 10 minutes, or until the internal temperature of the chicken reaches 165 degrees and the cheese has melted.
Serve with remaining honey mustard sauce on the side.
Sprinkle with chopped fresh parsley for garnish.