Preheat the oven to 400 degrees F. Lightly oil a large baking pan.
Cut off the stems from the mushroom caps and then chop the stems. Place the mushroom caps stem side down, into the prepared pan. Bake for about 10 minutes, or until the mushrooms release their liquid.
Meanwhile, you can heat the olive oil in a skillet over medium heat. Then add the chorizo and cook it until it for about 3-4 minutes, or until it starts to brown. Take the chorizo out and reserve.
Reduce the heat to med-low and then add the onion, cooking for about 4-5 minutes, or until the onion gets soft. Add the chopped mushroom stems and cook another 3 minutes. Take out the veggie mixture and add it to the chorizo. Let cool.
Next, stir the bread, cheese and parsley into the chorizo and veggie mixture. Add salt and pepper to taste.
Turn the mushroom caps over and divide the chorizo mixture among them,making sure the mixture is mounded on each mushroom cap. Bake the caps for approximately 15 minutes, or until heated through.