In a skillet, heat the olive and truffle oil over medium-high heat. Fry the mushrooms and shallots.
Season with salt and pepper. Set aside.
With the rack in the highest position, preheat the broiler.
Remove the outer leaves and the base of the endives. Cut the endives in half lengthwise.
Arrange the endive (cut side down) on a baking sheet. Brush with half the olive oil. Roast the endives for about 8 minutes. Turn the endives over halfway through baking and baste with the remaining oil. Season with salt and pepper.
Stuff the roasted endive with the mushroom filling. Sprinkle with the cheese. Broil in the oven. Garnish with chopped parsley and serve with lemon wedges.