Preheat oven - 350° F.
In a 9 x 13 glass baking dish, arrange the chicken in a single layer. Sprinkle with lemon juice and pepper.
In a small bowl, combine yogurt, mayo, onions, mustard, Worcestershire sauce, and thyme. Mix well and spread over chicken.
Bake for 50 minutes. Remove the dish from oven and drain off the juices. Turn on the broiler.
Sprinkle cheese over the chicken. Broil 4" from heat for 3 minutes or until the cheese melts and browns slightly.