In large frying pan, melt 3 tablespoons butter over medium heat.
Cook onion, red pepper and garlic until softened, about 5 minutes.
Add mushrooms; increase heat to medium high and cook, stirring often, until mushrooms are tender and all moisture has evaporated.
Season with salt, pepper, thyme and lemon juice.
Remove from heat; stir in ham, mozzarella cheese, parsley and breadcrumbs.
Taste and adjust seasoning.
Divide mushroom filling in two portions.
Brush 4 sheets of phyllo pastry lightly with melted butter; stack neatly one on top of the other.
About 1 inch from one long edge of phyllo pastry, spread half of mustard in a 2 inch wide strip, leaving a 1 inch border on both sides.
Over mustard, spread half of the mushroom filling.
Dust filling and phyllo pastry with half the parmesan cheese.
Turn up bottom edge of pastry over mushroom filling; turn both side edges in the brush this exposed phyllo pastry on bottom and edges with butter.
Roll up, jelly roll fashion, loosely but compactly.
Place, seam down, on baking sheet.
Repeat with remaining phyllo pastry, butter, filling and parmesan cheese.
Brush top with butter; with sharp knife cut 8 slits on diagonal, on top of each roll, through top 2 layers of phyllo pastry.
Bake at 375 degrees F over for about 25 minutes or until pastry is golden and crisp.
Let cool for about 5 minutes before slicing.