- Preheat the oven to 325 degrees F. Remove the stems from mushrooms, finely chop them, and set them aside. Toss the mushroom caps in a shallow bowl with 3 tablespoons of the olive oil and Marsala. Set caps aside.
- Heat the remaining 2 tbsp olive oil in a pan over medium heat. Add the sausage, crumbling it on the pan with a spoon. Cook for about 8 to 10 minutes, stirring frequently until sausage is completely browned. Add the mushroom stems and cook for 3 minutes. Stir in scallions and minced garlic and cook for 2 to 3 more minutes, stirring occasionally. Add the panko crumbs; Stir to combine evenly with all the other ingredients and finally, swirl in the mascarpone. Continue cooking until the mascarpone has melted and the mixture is creamy. Remove from heat and stir in the Parmesan, parsley, and season with salt and pepper, to taste. Cool slightly.
- Stuff mushroom cap generously with the sausage mixture. Arrange the mushrooms in a baking dish large enough to hold all of them snugly in a single layer. Bake for 50 minutes, until the stuffing, is browned and crusted on top. Cool before serving.