In large skillet over medium heat heat olive oil and saute onions until translucent (about 8 minutes).
Add mushrooms and garlic and cook (medium high heat) 3-5 minutes.
Stir in cream, oregano, thyme, salt and pepper. Bring to a boil, then reduce heat and simmer about 5 minutes. Transfer to large bowl and let cool.
Mix beef, pork and veal; stir in egg and mix well. Add cream mixture and combine well. It will look a bit too liquid, but it is just fine.
Position 9" x 5" x 2 1/2" loaf pan with short side facing you. Line bottom and sides of pan with bacon, placing them parallel to the short end, slightly overlaping each other (their ends will hang over the edge).
Put meat mixture in pan and smooth top. Fold bacon striips over the meat, enclosing it completely.
Place loaf pan in the center of a roasting pan. Fill roasting pan half way up with boiling water. Cover both pans with aluminum paper.
Carefully place pans in middle shelf of hot oven (400 F) and bake 1 hour. Remove foil and bake until instant thermometer inserted in center of meatloaf registers 165 F (about 30 minutes more). (at this stage I unmold the meatloaf and bake it uncovered, because I like crispy bacon.).
Remove pan of meatloaf from oven and let rest 10 minutes. Pour juices from pan into sauceboat.
Cut loaf into 8 slices, taking care to cut bacon completely. Drizzle with pan juices.