Preheat oven to 375°.
Remove brown gills from undersides of portobello mushroom caps using a spoon, and discard gills. Chop to measure 3 1/2 cups.
Heat a large skillet over medium-high heat. Add chopped ham; sauté 2 minutes, stirring frequently. Add onion and shallots; sauté 5 minutes or until tender. Add mushroom and broth; cook 5 minutes, stirring frequently. Add parsnip and pepper; cook 5 minutes, stirring frequently.
Remove from heat; stir in cheese. Spoon mixture into a 2-quart baking dish coated with cooking spray. Combine breadcrumbs and parsley; sprinkle over mushroom mixture. Bake at 375° for 10 minutes or until golden brown.