Clean mushrooms and carefully remove the stems.
Place mushrooms on a greased baking dish. season with salt and pepper.
Dice the stems. Chop a shallot.
Finely dice cornichons (pickles).
Heat some butter in a pan. Add the chopped mushroom stems. Add shallot and garlic. Season with salt and pepper. Cook for 4-5 minutes over medium heat, until the liquid evaporates, stirring frequently. Remove from heat.
In a bowl, combine softened cream cheese, cornichons, cooked mushroom stems, Parmesan, dill, black pepper and season with salt if needed.
Add about 1 tablespoon or less to each mushroom. Top with Parmesan cheese.
Preheat oven to 400 F.
Bake for 20 minutes at 400 F.