Pat the chicken dry with a paper towel. Use a sharp knife to cut 2-3" wide pocket into the thick side of each chicken breast, being sure not to cut all the way through the other side.
In a bowl combine the shredded fontina cheese, sun dried tomatoes, parmesan cheese and italian seasoning.
Divide the cheese mixture between each chicken, filling the pocket.
Pinch together the open side of the chicken breasts and secure with toothpicks.
In a small bowl mix together the salt and garlic powder, then sprinkle the chicken on both sides and rub it in with your fingers.
Add the olive oil into an oven safe pan and sear the chicken over medium-high heat for 3-4 minutes on each side. Remove the chicken to a plate and then using the same skillet prepare the marsala sauce.
Add marsala cooking wine, garlic, mushrooms, heavy cream, salt and thyme sprigs. Stir and bring to a boil and cook for 3-4 minutes. Return chicken pan and spoon some of the sauce over the chicken.
Transfer skillet to preheated oven and bake for 20-25 minutes until chicken is cooked all the way through and cheeses are melted.
Remove the pan from the oven and discard the thyme sprigs. Spoon the masala sauce over the chicken, top with grated parmesan cheese and fresh thyme, and serve.