Spray a medium saucepan with non stick spray. Add onions and mushrooms. Cook and stir over medium high heat until vegetables are tender, about 6-7 minutes. Sprinkle flour over mushrooms and onions. Stir well. Gradually add milk, stirring constantly. Cook until mixture becomes thick and bubbly, 5-6 minutes. Remove from heat. Stir in cheese, dijon mustard, worcestershire sauce, black pepper, and hot pepper sauce.
Place frozen vegetables in a large casserole dish. Pour sauce over vegetables. Gently stir to coat vegetables with sauce.
In a small bowl, combine bread crumbs, thyme, and egg white. Stir until crumbs are moistened. Sprinkle crumb mixture evenly over vegetables. Cover and bake at 350 degrees for 45 minutes. Uncover and bake 15 more minutes. Let stand 5 minutes before serving.