Drizzle grapeseed oil in a pan over medium heat.
Add the shallots and briefly sauté, then add butter.
Continue to sauté the shallots until they are softened and fragrant.
Transfer the mushrooms to the pan and sauté until they cook down and release most of their moisture.
Once the moisture evaporates, season with salt and black pepper, then add the thyme.
Stir in the cream cheese, remove the mushroom stuffing from the heat, and spread on a sheet pan so it cools more quickly.
Transfer the chicken breast to a clean work surface (I like to use parchment paper) and butterfly the breast using a sharp knife.
Open the two flaps so the breast lies flat, cover with a sheet of plastic wrap, and flatten to an even thickness with a meat mallet. Repeat this with the turkey and duck breasts, then generously season each poultry breast with salt and black pepper.
Lay the turkey breast flat on a large sheet of plastic wrap. To make rolling easier, shape it as close to a rectangle as possible. This helpful tip applies to all roulades.
Cover with fresh spinach leaves, then place the flattened chicken breast on top.
Cover the chicken breast with another layer of spinach.
Place the duck breast over the spinach layer—season with more salt and black pepper if desired.
Spoon some of the mushroom stuffing on top of the layered poultry. You will not need all of it.
Using the plastic wrap to assist you, roll the turducken.
Drape reserved turkey breast skin over the turducken roulade and tuck any excess underneath.
Slide the butcher’s twine underneath the turducken and tie (or truss) along the length so it holds its shape during roasting.
Preheat the oven to 350°F (180°C).
Meanwhile, brush the bottom of a roasting pan with butter, add the turducken roulade, then brush the roulade with butter. If using a probe thermometer to monitor internal temperature and ensure the turducken is cooked correctly, insert the probe into the thickest part and set it to 165°F.
Roast for 45 minutes to 1 hour and 15 minutes. Occasionally, baste with the drippings.
Transfer the roulade to a cutting board to rest for 15 minutes.
As the roulade rests, make a pan gravy using the drippings. To start, heat the drippings over medium heat.
Add a few tablespoons of flour and whisk the flour into the fat to make a roux. A silicone-coated whisk will not damage the pan’s finish.
Whisk as you slowly incorporate turkey stock and break up any lumps.
Bring the gravy to a boil and cook until thickened.
Season the gravy to taste with salt and black pepper.
Remove the butcher’s twine, slice the turducken roulade, and serve with gravy. Consider enhancing the presentation with fresh sage leaves (or similar) if serving for Thanksgiving or another fall/winter holiday.