Stir together first 5 ingredients in a small bowl. Set aside.
Coat steaks with cooking spray. Cook steaks in a large nonstick skillet over medium- high heat 10 minutes or until desired degree of doneness. Remove steaks to a serving platter. Keep warm.
Heat oil in same pan over medium-high heat. Add mushrooms; sauté 2 minutes. Stir in 1/4 cup sherry mixture. Cook, stirring constantly, 2 minutes or until liquid is reduced to about 2 tablespoons. Spoon mushrooms around steaks.
Pour remaining sherry mixture into pan. Bring to a boil; cook 2 minutes or until mixture is reduced to about 6 tablespoons. Pour sherry mixture over steak and mushrooms; sprinkle with cheese and parsley. Serve immediately.