Place mushrooms on baking sheet with hollowed side down and drizzle with olive oil. Bake for 8 minutes; set aside to cool.
In a skillet, brown sausage over medium-high heat until cooked through; transfer to a bowl.
In same skillet, add diced mushroom stems and cook until there is no more liquid. Add garlic and shallot, cook for 1 minute.
Combine vegetable mixture with turkey sausage. Add parsley, bread crumbs and Parmesan cheese.
Turn mushrooms over and fill caps with filling.
Bake for 40 minutes.