Use an electric mixer to combine the mustard, honey, mayonnaise, and lemon juice in a small bowl. Whip the mixture for about 30 seconds. Place chicken in a Ziploc bag and pour in about 1/3 of the marinade. Seal the bag and press out as much air as you can and marinate in the refrigerator for about 2 hours.
Chill the remaining marinade until later. After the chicken has marinated, remove chicken from bag and discard the marinade that it has been soaking in. Preheat the oven to 375 degrees and heat an ovenproof frying pan large enough to hold all four breasts and 1 Tbsp. oil over medium heat. (If you don't have an ovenproof frying pan, transfer the chicken to a baking dish).
Sear the chicken in the pan for 3-4 minutes per side or until golden brown. Remove pan from heat but keep chicken in the pan. As the chicken is cooking, in a small frying pan saute the mushrooms in the butter. Brush each seared chicken breast with a little of the honey mustard marinade being sure to save a little extra that you can serve on the side later with the dish.
Season the chicken with salt, pepper and paprika ( I am usually pretty generous with the paprika, I love the flavor). Stack two pieces of cooked bacon, crosswise on each chicken breast. Spoon the sauteed mushrooms onto the bacon, being sure to coat each breast evenly. Sprinkle 1/4 cup Monterey Jack cheese evenly onto each breast followed by 1/4 cup of cheddar.
Bake the pan of prepared chicken breasts for 7-10 minutes or until cheese is thoroughly melted and starting to bubble. Sprinkle each breast with 1/2 teaspoon parsley before serving. Put extra honey mustard marinade into a small bowl to serve on the side.