Heat oven to 220˚C and place a 30cm cast iron pan in the oven. In a large bowl whisk eggs and milk together until well combined. In a small bowl, whisk salt and pepper into flour to distribute evenly. Whisk dry ingredients into wet ingredients. Add the chopped herbs and mix.
Carefully remove the hot cast iron pan from the oven and place on a lit burner on medium heat. Add butter and swirl it around the pan until it sizzles, melts, coats the pan completely and begins to smell nutty.
Pour in the egg mixture. Scatter with parmesan and cheddar. Return the pan to the oven and bake for 25 minutes until very puffed up and golden brown. While the Dutch baby is cooking- preheat a large frying pan. Add the butter and a little drizzle of olive oil.
Cook mushrooms on high heat with the sprigs of thyme until golden brown. Season well. Squeeze over a little fresh lemon juice and remove from the heat.
When the Dutch baby is cooked it will begin to deflate so serve it quickly! Fill the centre with the golden brown mushrooms, top with rocket and serve!