DOUGH: Add all ingredients to bread machine pan and follow the manufacturers instructions for your bread machine`s dough cycle.
FILLING: Combine onion and next 5 ingredients (onion through oil) in a 13x9 inch baking dish; toss to coat.
Bake at 400 degrees F for 20 minutes or until vegetables are lightly browned. Remove from oven; cool slightly.
Reduce oven temperature to 350 degrees. Divide bread dough into 2 portions; On a surface dusted generously with baking mix, roll each portion of dough into a 14x8 inch rectangle.
Working with 1 portion at a time, spread half of the vegetables onto the dough, leaving a 1 inch border. Sprinkle half the Cheddar Shreds, thyme, salt and pepper over the vegetable mixture.
Beginning at a long side, roll up dough tightly, jelly roll fashion (continuing to dust the surface generously with Baking Mix); fold edges under, and pinch seam and ends to seal.
Repeat procedure with with remaining dough, vegetables, cheese, and herbs. Place rolls, seam sides down, on a greased baking sheet. Coat rolls with cooking spray.
Bake at 350 degrees for 30 minutes or until golden. Let rest 10 minutes; Slice into 1½-inch rounds.