Line 2 rimmed baking sheets with foil. In large bowl, toss mushrooms with oil to coat. Arrange in single layer, rounded side up and bake in 375°F (190°C) oven about 20 to 25 minutes, or until tender.
In large skillet, cook bacon over medium-high heat for 7 to 8 minutes, or until crisp. Drain on paper towels. Discard all but 1 tbsp (15 mL) of bacon fat.
In same skillet, add shallots, reduce heat to medium and cook for 3 minutes or until soft. Add garlic and cook another minute. Transfer to large bowl and cool to room temperature. Add goat cheese and walnuts. Mix well. Stir in parsley.
Place heaping teaspoon (5 mL) of filling in each mushroom. Bake at 375°F (190°C) for 10 minutes or until heated through. Option: Garnish each mushroom with a walnut half before serving.
Tips: For lighter version, replace goat cheese with mixture of 4 oz (125 g) each of low fat cream cheese and goat cheese. Filled mushrooms can be made ahead and refrigerated for up to 6 hours. Bake just before serving.