Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper.
Remove the stems from the mushrooms and finely chop them. If needed, use a small spoon to scrape out a little of the inside of each mushroom cap to make more room for the filling. Arrange the caps cavity-side up on the prepared baking sheet, drizzle lightly with olive oil and season with salt and pepper.
1 lb (454 g) large cremini (baby bella) mushrooms, 1 tbsp (15 ml) olive oil, salt and pepper
Melt the butter in a large skillet over medium-high heat. Add the shrimp and cook for about 1 minute per side, until nearly cooked through. The shrimp will finish cooking in the oven, so avoid cooking them completely at this point. Transfer to a cutting board and let cool slightly, then roughly chop into bite-size pieces.
1 tbsp (14 g) unsalted butter, 12 oz (340 g) raw shrimp
Reduce the heat to medium and add the chopped mushroom stems and shallot to the same skillet. Cook for 4-5 minutes, stirring occasionally, until the mushroom moisture has mostly evaporated. Add the garlic and cook for 30 seconds, until fragrant. Remove the skillet from the heat and let cool for a minute.
1 small shallot, 2 cloves garlic
Add the cream cheese, Parmesan, Dijon mustard, lemon zest, parsley, smoked paprika and cayenne, if using. Stir until the cream cheese is incorporated, then fold in the chopped shrimp. Season lightly with salt and pepper.
3 oz (85 g) full-fat cream cheese, 2 tbsps (10 g) finely grated Parmesan cheese, 1 tsp (5 g) Dijon mustard, 1 tsp (2 g) lemon zest, 2 tbsps (8 g) finely chopped fresh parsley, ¼ tsp (0.5 g) smoked paprika, pinch cayenne pepper, salt and pepper
Divide the shrimp filling among the mushroom caps, mounding it slightly over the tops. In a small bowl, stir together the panko, Parmesan, melted butter and parsley. Sprinkle over the stuffed mushrooms and lightly press the topping into the filling.
¼ cup (15 g) panko breadcrumbs, 2 tbsps (10 g) finely grated Parmesan cheese, 1 tbsp (14 g) unsalted butter
Bake for 18-20 minutes, until the mushrooms are tender, the shrimp filling is heated through and the Parmesan panko is golden brown. Sprinkle with chopped parsley and fresh lemon zest before serving.
1 tsp (1 g) finely chopped fresh parsley, 2 tsps (4 g) lemon zest