Clean mushrooms and then pull out stems leaving a whole where the filling will go. Mince the stems.
Heal olive oil in a medium non-stick skillet over medium heat. Saute mushroom stems and shallots for 2 minutes or until just soft. Add arugula and saute until the greens are wilted.
Turn off heat and stir in the remaining ingredients. Using a teaspoon, stuff mushroom caps with the filling.
Arrange stuffed mushrooms in a single layer in a shallow baking pan. Bake at 400 degrees for 15 minutes. Serve hot or at room temperature.