Thaw pastry sheets at room temperature (about 30 minutes).
Melt butter in a sauté pan over medium heat. Add onions and mushrooms, stirring constantly until liquid evaporates and vegetables are tender. Stir in flour, thyme, lemon juice, salt and pepper; continue to cook until flour is fully incorporated. Let cool.
Unfold one pastry sheet on lightly floured surface. Gently roll out seams with a rolling pin. Spread half of the mushroom mixture evenly over the pastry sheet. Roll long side up only to the center then roll up opposite long side to meet it. (Cross-section resembles horizontal “B”.)
Repeat with second pastry sheet and remaining mushroom mixture. Wrap or cover rolls in plastic wrap and chill until firm.
Preheat oven to 400°F.
Cut rolls crosswise into 3/8-inch thick slices and place 1-inch apart on parchment lined or lightly buttered baking sheets. Bake 15 to 20 minutes or until golden. Serve warm.