No, you can’t say that your colleague is a ‘lucky mushroom’. That won’t work in English. But what you can say is that he or she is a ‘lucky devil‘. And if you can’t remember that, just say, “Oh lucky you” or “You are lucky”.
It’s a topic that Deutsche Welle has written about here.
One point I’d like to make, though. You can’t say that that your colleague ‘has luck’. ‘Glück haben’ is German! 😉