Prepare the mushrooms: Wipe mushrooms clean with a paper towel and remove the stems. Use a small spoon to carefully scoop out the gills to make more room for the filling.
Marinate: In a large bowl or shallow baking dish, combine 3.5 tbsp olive oil and white wine. Add the mushrooms and toss to coat. Make sure all mushrooms are in contact with the liquid. Set aside and toss occasionally while you prepare the filling.
Prepare aromatics: Finely chop the shallot and garlic. Dice the scallions and separate the white and green parts.
Sauté aromatics and panko: Heat the remaining 1 tbsp olive oil in a medium skillet over medium heat. Add the shallot, garlic, and white parts of the scallions. Sauté for about 15 seconds, then season with 2 pinches of salt. Add the panko and cook for about 10 seconds, stirring constantly. Remove from heat and stir in scallion greens, ½ tsp salt, and ¼ tsp pepper. Transfer to a large bowl and let cool slightly.
Prepare shrimp filling: In a food processor, finely chop shrimp into a sticky paste. Add the shrimp to the cooled panko mixture along with Parmesan cheese. Mix gently until well combined. (Optional: Pan-fry a small piece of the filling to taste and adjust seasoning if needed.)
Stuff mushrooms: Use a small teaspoon to generously fill each mushroom cap, mounding the filling slightly on top. Sprinkle it with extra Parmesan on top and gently pat it down.
Bake: Arrange mushrooms in a single snug layer in a baking dish or a lined sheet pan. Bake on the middle rack for about 15 minutes, until lightly browned on top.
Serve: Remove carefully from the oven. Transfer them to a larger serving plate. Serve warm.
Notes
Why pre-season the mushrooms (in olive oil and wine): This is a little trick I learned from Ina Garten! Mushrooms have tiny air pockets inside, which is why they soak up oil so quickly. By seasoning them in olive oil and wine before baking, you fill those holes so the mushrooms stay plump and juicy instead of shrinking or turning dry. The oil and wine create a barrier that locks in moisture and flavor, giving you tender, perfectly seasoned mushrooms that don’t come out soggy or chewy.
Make Ahead: You can prep most of the ingredients a day early. Clean and remove the mushroom stems and gills, then store the caps in the fridge. Sauté the aromatics and chop the shrimp into a paste — keep them covered separately. Combine the shrimp mixture with panko only right before baking so the crumbs stay crisp.
Storage: Once cooked, store leftovers in an airtight container in the fridge for 2 to 3 days.
Reheat: Cover loosely with plastic wrap and microwave on medium for about 1 minute. Avoid reheating in the oven, as it can dry out the shrimp.