Prepare the Marinade: Combine the Dijon mustard, honey, mayonnaise, and lemon juice in a small mixing bowl. Whisk until smooth. Set aside 1/4 cup of this sauce in a covered container and refrigerate for serving later.
Marinate the Chicken: Place the chicken breasts in a large resealable plastic bag. Pour the remaining marinade over the chicken and seal the bag. Turn the chicken in the bag to ensure it is well coated. Refrigerate for at least 30 minutes or up to overnight.
Cook the Chicken: Preheat your oven to 400°F (200°C). Melt the butter in a large oven-proof skillet over medium-high heat. Add the sliced mushrooms and sauté until they release their moisture and turn a golden brown, approximately 5 to 7 minutes. Remove the mushrooms from the skillet and set them aside. Wipe out the skillet.
Heat the olive oil in the same skillet until shimmering. Remove the chicken from the marinade (discard any leftover marinade) and arrange the pieces in a single layer in the skillet. Sear the chicken without moving it for about 5 minutes until a golden crust forms. Flip the chicken and cook for an additional 5 minutes to brown the other side.
Assemble the Toppings: Distribute the sautéed mushrooms evenly over the chicken. Sprinkle the bacon pieces on top, followed by the shredded Colby Jack cheese. Cover the skillet and transfer it to the preheated oven. Bake until the chicken reaches an internal temperature of 165°F (74°C) at the thickest part, about 10 to 15 minutes.
Serve: Remove the skillet from the oven. Garnish with fresh parsley if desired. Season with salt and freshly ground black pepper to taste. Serve hot, with the reserved honey mustard sauce on the side for dipping.