Heat oil in a medium skillet. Add chopped onions. Saute until transparent. Add in mushrooms and thyme. Saute for 5 minutes.
2Meanwhile, place cream cheese in bowl. Add contents of skillet and mix well.
3Spoon a small amount of mushroom mixture into the middle of each wonton wrapper; fold in half diagonally to form a triangle. Seal by dampening edges of wrapper with a finger dipped in water. Bring the corners of the triangle together to form the wonton.
4Place wontons in a lightly greased 9"x13" baking dish. Bake for 15 minutes or until wrapper is crisp. Alternately, heat 1/4 cup vegetable oil in a heavy skillet over medium high heat. Fry the wontons until golden brown and crispy. Drain on paper towels and serve warm.