Preheat oven to 500 degrees. Coat a baking sheet and a baking dish with cooking spray.
Place buttermilk in shallow bowl. Place breadcrumbs and walnuts in another shallow bowl, stir to combine. Dip onion rings into buttermilk, dredge in the breadcrumbs and then place on baking sheet. Coat onion rings lightly with cooking spray.
Bake for 20 minutes or until golden brown.
Meanwhile, heat a medium saucepan coated with cooking spray over medium heat. Add mushrooms, chopped onion, thyme and salt. Coat with cooking spray. Cook, stirring occasionally, for 4 minutes or until mushrooms release their liquid. Sprinkle with the flour and cook, stirring for 1 minute. Add the milk and cook, stirring constantly for 3 minutes, or until thickened. Add green beans and stir to combine.
Reduce oven temperature to 400 degrees. Pour bean mixture into baking dish. Scatter onion rings on top. Bake for 25 minutes or until hot and bubbly.