Preheat oven to 350°. In a large skillet, heat 2 tablespoons butter over medium heat. Add half of the mushrooms and onion; cook and stir 6-8 minutes or until mushrooms are tender. Remove from pan. Repeat with remaining butter and mushrooms.
Return mushrooms and onion to pan. Add vinegar, marjoram, salt and pepper. Cook until liquid evaporates, stirring frequently, about 5 minutes. Remove from heat; cool slightly.
In a large bowl, whisk consomme, cream, eggs, egg yolks and thyme until blended. Stir in bread cubes and mushroom mixture; let stand 10 minutes or until bread is softened.
Transfer to a greased 13x9-in. baking dish; top with cream cheese. Bake, uncovered, 40-45 minutes or until set. Serve warm.