Melt the butter in a skillet over medium heat and add the diced onions. Soften for 10 minutes, stirring occasionally, until they begin to brown slightly and caramelize. Add the garlic, oregano, Worcestershire sauce, and hot sauce and cook for 1 minute. Remove and transfer to a large mixing bowl.

Increase heat to medium-high and add the sausage. Cook and crumble the sausage very finely until browned and cooked through, about 7 minutes. Drain excess grease and transfer the sauce to the mixing bowl.

Add the cream cheese, cheddar cheese, Parmesan cheese, panko breadcrumbs, and egg, and stir until well-combined. Transfer to the fridge while you prepare the mushrooms.

Preheat oven to 375°F.

Wipe the mushrooms with a damp paper towel to remove any dirt.

Use a paring knife to trace around the stem, then gently pull it out. (Freeze the stems for homemade stock or stir fry.)

Use a small spoon to stuff each mushroom and form a mound on the top. Transfer to a baking dish and arrange so that they fit snugly next to one another.

Bake for 20 minutes. Optional: Broil at 400° for a few minutes to brown the top a little more. Watch it closely during this time. Remove from the oven, there will be some liquid in the dish that you can discard.

Transfer to a serving platter and let sit for 5 minutes, then serve!