Preheat oven to 375 degrees F.
Remove the stalks from the mushrooms and wipe the caps with a damp cloth.
Toss the caps with half the olive oil to lightly coat.
Lay the caps open end down on a baking sheet and bake for 20 minutes, then turn over and cook for another 10 minutes.
Remove from the oven and drain off any liquid.
Trim the mushroom stalks, and dice finely and measure out 1/2 cup.
In a heavy skillet, cook the sausage, breaking it up as it cooks with two forks.
Add the chopped mushrooms, onions, garlic, and chestnuts and cook until the onion is soft.
Add the marsala wine and cook until it is absorbed, then add the breadcrumbs, thyme and rosemary, and stir to mix well.
Remove from the heat and stir in the cheese.
Fill the mushroom caps, piling it into the cavity.
If using the optional topping, sprinkle the cheese over the filling.
Bake for another 15 or 20 minutes or until crisp and golden brown.
Serve warm or at room temperature.
To Make Ahead: You can prepare the mushrooms, stuff them and store them wrapped in plastic for 24 hours. Allow to come to room temperature, then bake as directed when needed.
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