Remove the stems and chop finely.
Brush the caps with oil.
Grate the lemon zest, then squeeze the juice (you will need about 3 tablespoons).
Reserve.
Preheat the oven to 400°F.
Heat the oil in a large skillet over medium heat.
Add the onion and mushroom stems and cook, stirring, until softened, about 8 minutes.
Season with salt and pepper.
Continue cooking until no liquid remains and remove from the heat.
Stir in the bread crumbs, lemon juice and zest, cheese, and parsley and mix well.
Fill each mushroom cap with the stem mixture.
Arrange in a baking dish and bake 15 to 20 minutes or until softened.