Preheat the oven to 425° convection bake (this means the fan is blowing which is good for roasting). Wash zucchini and cut off ends. Slice in quarters lengthwise, and then chop into 1 inch pieces. Wipe dirt from mushrooms and cut in half or quarters to be uniform in size. Toss veggies on a large sheet pan with 1 Tablespoon olive oil, balsamic vinegar, and half of the salt and pepper (pre-measure it so you can add it to the dish as you go). Bake 20 minutes.
Set water to boil and cook pasta until al dente. Set a timer, about 10 minutes for linguine. Reserve 2 cups of the pasta cooking water before draining!
Meanwhile, in a large skillet (large enough to hold the finished pasta dish) set over medium low heat, add 1 Tablespoon olive oil. Add onion slices to caramelize with a pinch of salt and pepper. This means cook them slowly, over medium low heat, stirring occasionally, until they turn golden brown in color. This will take about as long as the veggies take to roast.
After 20 minutes, when the roasting veggies are close but not quite done, take them from the oven and drape the prosciutto slices over the veggies. Return to the oven for 10 to 12 minutes to crisp the prosciutto and finish cooking the veggies.
When the onion has reached a golden brown color, add the garlic and cook another minute until fragrant.
Add the cream, 1 cup of the starchy pasta cooking water, the spinach, thyme and any remaining salt and pepper to the sauce. Stir and simmer about 5 minutes over medium low heat to thicken.
When the cream sauce has thickened slightly, add the Parmesan cheese and the drained pasta and toss well with use tongs. Toss in about half of the roasted veggies and pieces of the crispy prosciutto to the sauce. Add the other half to the top of the finished pasta dish. Serve with more Parmesan cheese and fresh thyme leaves.