Heat the oven to 375°F and coat a 9-by-13-inch baking dish with cooking spray.
Combine the brown rice, mushrooms, broth, Worcestershire sauce, thyme, salt and black pepper in the dish.
Press the rice below the broth, seal the dish tightly with foil and bake for 60 minutes.
Stir and test the grains; if they remain chewy at the center, add 1/4 cup hot broth, reseal and bake for 10 minutes more.
Fold in the Parmesan when the rice is tender and most liquid is absorbed.
Rest the casserole covered for 10 minutes before serving.