3 Italian hot sausages, casings removed
1 1/2 teaspoons dried oregano
1 cup freshly grated Parmesan cheese (about 3 ounces)
1/2 teaspoon Worcestershire sauce
1/2 teaspoon garlic powder
1 8-ounce package cream cheese, room temperature
1 large egg yolk
Olive oil
24 large (about 2-inch-diameter) mushrooms, stemmed
1/3 cup dry white wine
Sauté sausage and oregano in heavy large skillet over medium-high heat until sausage is cooked through and brown, breaking into small pieces with back of fork, about 7 minutes. Using slotted spoon, transfer sausage mixture to large bowl and cool. Mix in 1/2 cup Parmesan cheese, Worcestershire sauce, and garlic powder, then cream cheese. Season filling with salt and pepper; mix in egg yolk.
Brush 15x10x2-inch glass baking dish with olive oil to coat. Brush cavity of each mushroom cap with white wine; fill with scant 1 tablespoon filling and sprinkle with some of remaining 1/2 cup Parmesan cheese. Arrange mushrooms, filling side up, in prepared dish. (Can be made 1 day ahead. Cover and chill.)
Preheat oven to 350°F. Bake uncovered until mushrooms are tender and filling is brown on top, about 25 minutes.