Preheat the oven to 375°F. Lightly grease a 9x13-inch baking dish or large baking sheet.
Clean the mushrooms and gently remove the stems. Arrange the mushroom caps in the prepared baking dish.
Heat a large skillet over medium heat. Add the olive oil and breakfast sausage and cook, breaking it apart with a spoon. When it's almost cooked through, stir in the onion and cook until softened, about 3–4 minutes. Add the garlic and cook for 30 seconds, until fragrant.
Remove the skillet from the heat and let the mixture cool for a few minutes. Stir in the softened cream cheese, panko breadcrumbs, Parmesan, Worcestershire sauce, Italian seasoning, salt, and pepper until well combined.
Spoon the filling into each mushroom cap, mounding it slightly. Arrange the stuffed mushrooms in a single layer in the baking dish.
Bake for 20–25 minutes, or until the mushrooms are tender and the filling is hot and lightly golden. Sprinkle with additional Parmesan and fresh parsley before serving.