Make a pocket in each steak by cutting horizontally into the steak from one side almost to the opposite side.
Spray a saucepan with nonstick coating.
Add mushrooms, onion, green pepper, carrot, garlic, Worcestershire sauce, and thyme.
Cook and stir about 4 minutes or till vegetables are tender.
Fill each steak pocket with half of the mushroom mixture.
Place steaks on a rack in an unheated broiler pan.
Broil 4 inches from the heat till desired doneness, turning once. (Allow 16 to 18 minutes total time for medium-rare.)