In a small mixing bowl, whisk together yogurt, mustard, honey and lemon juice. Reserve 1⁄4 cup of sauce and store in the refrigerator.
Place chicken in a gallon-sized resealable bag and pour remaining honey mustard sauce on top. Seal bag and refrigerate for at least 30 minutes (the longer the better!). After chicken is done marinating, preheat oven to 400 degrees F.
Melt butter in a large oven safe skillet. Add mushrooms and sauté for 5-7 minutes or until browned. Remove mushrooms from the skillet and set aside.
Heat olive oil in the same skillet. Add chicken to the skillet, discarding marinade, and cook for 5 minutes on each side or until golden brown on the outside.
Top chicken with mushrooms, cheese and cooked bacon. Place in the oven and bake for 10-15 minutes or until chicken is cooked through and has reached an internal temperature of 165 degrees F. Remove from oven and drizzle 1⁄4 cup of reserved honey mustard sauce over the top and garnish with fresh parsley before serving.