Heat oven to 350 degrees F. Clean mushrooms. Wipe off whole mushrooms with a damp paper towel or rag. Pop out mushrooms stems, reserving both parts including the mushroom stalks and mushroom cap.
Chop mushroom stems finely and set aside.
In a medium skillet, brown and crumble the Italian sausage. Set aside on a plate to cool.
Add onions and garlic to the same skillet; cook for 2 minutes over medium heat. Pour in wine or broth to deglaze pan, allow liquid to evaporate. Add in chopped mushroom stems, stir to cook for 2 minutes. Add salt and pepper to taste. Set mixture aside on a plate to cool.
In a mixing bowl, combine cream cheese and egg yolk. Stir together with Parmesan cheese. Add cooled sausage and cooled mushroom stems. Stir mixture together and refrigerate for a short time to firm up.
Smear mushroom filling into the cavity of each mushroom, creating a sizable mound over the top. Place mushrooms on a rimmed baking sheet.
Bake at 350 degrees for 20 to 25 minutes, or until golden brown. Allow to cool at least ten minutes before serving; the stuffed mushrooms taste better when not piping hot. Garnish with minced parsley if you're feeling fancy.