Preheat oven to 450°.
Combine first 5 ingredients. Coat both sides of steaks with cooking spray; rub steaks evenly with thyme mixture. Place steaks on rack of a broiler or roasting pan coated with cooking spray; bake at 450° for 8 minutes on each side or until desired degree of doneness. Remove from oven; keep warm.
To prepare gravy, heat oil in a large nonstick skillet over medium-high heat. Add 1/2 teaspoon thyme, mushrooms, and 4 garlic cloves; cook 5 minutes or until mushrooms are tender. Add broth and wine; bring to a boil. Cook until reduced by half (about 4 minutes).
Combine water and cornstarch in a small bowl, stirring with a whisk. Add cornstarch mixture to pan; bring to a boil. Cook 1 minute or until slightly thickened, stirring constantly. Serve with steaks.