How to Make It
Heat oven to 400° F. Cook the bulgur according to the package directions; transfer to a medium bowl and let cool to room temperature. Stir in the almonds, scallion whites, thyme, ½ teaspoon salt, and ¼ teaspoon pepper.
Meanwhile, place the mushrooms on a rimmed baking sheet, rub with 2 tablespoons of the oil, and season with ¼ teaspoon each salt and pepper. Roast, stem-side up, until tender, 18 to 20 minutes.
Top the mushrooms with the bulgur mixture and sprinkle with the Feta, dividing evenly. Roast until warmed through, 2 to 4 minutes more.
Whisk together the lemon juice, the remaining 2 tablespoons of oil, and ¼ teaspoon each salt and pepper in a large bowl. Add the greens and cucumber and toss to combine.
Drizzle the mushrooms with olive oil, sprinkle with the scallion greens, and serve with the salad.