For the crepes batter: Stir the flour, sugar and salt together in a medium bowl. Combine the milk, water, eggs and butter in a blender, blend until smooth. Add the flour mixture. Blend just until smooth, scraping down the sides of the blender carafe. Let the batter rest in the refrigerator for 30 minutes, if time allows.
For the filling: Heat a large saute pan over high heat. Add the oil and swirl in the butter until melted. Add the mushrooms, ham and thyme and cook until tender, about 6 minutes. Season with salt and pepper.
Add the cream and Dijon mustard and simmer over medium-high heat to thicken, about 1 minute.
Heat a nonstick crepe pan or large nonstick saute pan over a medium flame. Spray with the cooking spray. Ladle about 2 ounces of the crepe batter into the center of the pan and swirl. When the center begins to set, flip with a spatula and continue cooking until lightly browned, about 2 minutes per side. Repeat with the remaining crepe batter (it will make 8 to 10 crepes).
Fill the center of 8 crepes with the mushroom-and-ham mixture and top each with a small amount of the shredded Gruyere. Fold the crepes into triangles and place them in a 9-by-13-inch baking dish. Top with the remaining shredded Gruyere and bake at 400 degrees F until the cheese melts, 10 minutes. Finish with the fresh parsley.