In a small saucepan over medium heat, heat oil for 3-4 minutes.
Place the mushrooms, garlic, thyme and bay leaf in a bowl and cover with the oil. Add the lemon juice and stir. Marinate for at least 10 minutes.
Meanwhile, mix the breadcrumbs and parmesan in a bowl.
On a work surface, dip the veal cutlets in the eggs and then the breadcrumb mixture.
In a frying pan over medium/high heat, cook the cutlets two at a time in olive oil for 2 minutes on each side.
Spread the mayonnaise on the baguette, then top with cutlets, arugula and marinated mushrooms.