Pierce potatoes with a fork, and arrange in a circle on paper towels in microwave oven. Cover potatoes with damp paper towels. Microwave at HIGH 12 minutes or until done.
Heat a large nonstick skillet coated with cooking spray over medium-high heat. Add onion, mushrooms, and oregano; coat with cooking spray. Cook 6 minutes or until tender. Remove from heat; stir in parsley.
Preheat oven to 350°.
Cut potatoes in half lengthwise, and scoop out pulp, leaving a 1/4-inch-thick shell. Arrange shells on a baking sheet. Set aside.
Beat potato pulp, milk, and next 4 ingredients in a large bowl with a mixer at medium speed until smooth. Stuff shells evenly with potato mixture. Top with mushroom mixture. Sprinkle evenly with Cheddar cheese.
Bake at 350° for 20 minutes or until cheese melts.