Start by making the filling. Place a saucepan over medium low heat. Place butter in saucepan, then add the onions and cook until translucent, about 3-4 minutes. Add the mushrooms, thyme and 1 teaspoon of salt, and cook an additional 2-3 minutes until mushrooms are soft. Add the spinach and breadcrumbs, cook another 2 minutes until spinach is wilted, then remove from heat and allow to cool.
To assemble each wrap, lay one of the veal slices on a board, then spoon about 1 tablespoon of the mushroom mixture on top. Use the back of a spoon to spread the mixture across the surface of the veal. The filling should be no more than ¼ inch thick. Crumble 1-2 teaspoons of blue cheese over the top of the filling. Roll the veal in on itself starting at one end, then use a toothpick to secure the other end forming the roll.
Add the olive oil to a large skillet (preferably cast iron), and place over medium high heat on an indoor stove or outdoor grill. Once the pan is hot, add the veal wraps. Cook for 5-7 minutes until a golden brown crust has formed. Turn the wraps over and cook another 5-7 minutes until cooked throughout.