Preheat oven to 375°F. Arrange baguette slices on rimmed baking sheet. Toast in oven until golden, about 9 minutes. Cool. (Can be prepared 2 days ahead. Store in airtight container at room temperature.)
Heat oil in large skillet over medium-high heat. Add shallots; sauté 1 minute. Add all mushrooms; sauté until beginning to brown, about 6 minutes. Stir in garlic; sauté 1 minute. Remove from heat. Stir in cream, rosemary, and lemon peel. Season with salt and pepper. Cool. Mix in both cheeses. (Can be made 2 days ahead. Cover and refrigerate.)
Preheat broiler. Top each toast with about 1 tablespoon mushroom topping. Place on 2 rimmed baking sheets. Working in batches, broil until cheese is melted and begins to brown, watching closely to prevent burning, about 3 minutes. Transfer to serving platter. Serve warm.