Preheat the oven to 350°F.

Brown the sausage in a sauté pan. Remove from the pan with a slotted spoon, then pour off most of the fat.

Melt the butter in the pan, add the bay leaves and minced herbs, and let them simmer in the butter for a few minutes.

Clean the mushrooms, and separate the caps from the stems. Place the mushroom caps upside down into the sauté pan, and gently sauté for a few minutes. Remove the mushrooms, and arrange them, still upside down, in a single layer in a glass baking dish.

Finely chop the stems, and then sauté them in the butter along with the shallots and fennel. When the shallots are translucent and all vegetables are cooked, add the garlic and cook for 30 seconds longer. Transfer to a mixing bowl, add the cream cheese, feta, chipotle, and reserved sausage; stir until well blended. Taste, and adjust seasoning if needed.

Fill each mushroom cap with some of the mixture. Add enough water to cover the bottom of the baking dish. Sprinkle each cap with Parmesan cheese. Bake for 15 to 20 minutes, or until the ’shrooms are hot-through and the cheese has browned.