Heat oven to 375 degrees. In a large bowl, toss mushroom caps with 1/4 cup olive oil, salt and pepper. Place the mushroom caps, stem side down, on a baking sheet and bake until tender (about 25-30 minutes).
Heat remaining olive oil in a large skillet. Over medium heat, saute shallot and garlic until tender. add chopped mushroom stems and saute until most of the liquid given off by the mushrooms is gone (about 5-6 minutes).
Transfer stem and garlic mixture to a food processor. Add chives, sage, lemon zest, egg white and Worcestershire sauce and pulse until coarsely ground.
Transfer to a large bowl and stir in cheese and bread crumbs. Check seasonings and fill caps with filling (I usually press it together into a ball and press it in tightly). Return caps to baking sheet leaving a little space between them.
At this point, you can cover with plastic and freeze or refrigerate them for later use.
When you are ready to finish them off: heat the broiler on the oven. Drizzle the tops with olive oil (you can also sprinkle a little Parmesan cheese on top but be sparing as it can easily make them too salty). Broil until the tops are crispy and brown (2-3 minutes).
Regardless of what filling you use, you should always roast the mushroom caps before filling. This will rid you of "soggy" mushrooms and give them a nice meaty texture.