First, preheat the oven to 375°.
Using an electric mixer, combine the mustard, honey, mayonnaise, and lemon juice in a small bowl. Whip the mixture for about 30 seconds.
Then place the 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. Allow the chicken to marinate in the refrigerator for about 30 minutes.
While the chicken is in the refrigerator, cook the bacon strips in a large skillet until crisp. Remove the bacon and set aside. Do not discard grease.
After the chicken has marinated, remove chicken from bag and discard the marinade that it has been soaking in.
Saute the chicken in the bacon grease for 3 to 5 minutes per side, or until browned.
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, but be sure to save a little extra to serve on the side later.
Place the chicken in a baking dish. Then season the chicken with salt, pepper, and paprika. Stack two pieces of cooked bacon, crosswise on each chicken breast. Spoon the sauteed mushrooms onto the bacon. Sprinkle 1/4 cup Monterey Jack cheese evenly onto each breast, followed by 1/4 cup of cheddar cheese.
Bake the prepared chicken breasts for 7-10 minutes or until the cheese is thoroughly melted and starting to bubble.
Sprinkle each breast with 1/2 teaspoon parsley before serving. Pour some extra honey mustard marinade into a small bowl, and serve on the side.