BEST mushroom soup

• 2 tbsp extra virgin olive oil
• 1 large brown onion, diced
• 1 kg mixed mushrooms, sliced
• 5 stalks fresh thyme, leaves removed
• 1.5 l vegetable stock
• 1 cup milk
• 1 bay leaf
• 1 tbsp soy sauce
• 0.3 cup Parmesan cheese, to serve