Preheat oven to 425 degrees.
Rinse mushrooms to remove surface dirt and carefully remove stems.
Mince mushroom stems and mix with feta cheese, olive oil, parsley, and cheyenne pepper.
Spray a baking dish with olive oil and place caps in dish top side down.
Fill each cap with mixture and heap remaining mixture evenly on all mushrooms, pressing lightly to ensure filling stays in/on mushrooms.
Bake for 12-15 minutes, or until tender.
Let rest a couple of minutes before serving.
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