Submerge the mushrooms in 1 1/2 cups hot water for 10 minutes or up to 24 hours (don't discard the liquid).
Heat oil in a large skillet over medium-high heat.
Dredge the chicken cutlets into flour that has been seasoned with 1 teaspoon each of salt and pepper. Shake off excess flour.
Sear the chicken on each side for 3-4 minutes, until browned.
Remove the chicken from the skillet.
Add the Marsala wine to the skillet and bring to a boil. Boil for 3-4 minutes, while scarping off the browned bits of chicken.
Add the mushrooms, stock from the hydrated mushrooms, 1 teaspoon salt, 1/2 teaspoon pepper, seared chicken and thyme. Reduce heat to low and simmer for 10 minutes.
Remove 2 tablespoons cooking liquid and whisk in cornstarch with the liquid. Whisk into chicken dish and stir until sauce is thickened, 2-3 minutes.
Serve the chicken and sauce over the roasted asparagus.