Heat oven to 325°F.
Wipe mushrooms clean and remove stems. Toss mushroom caps with olive oil, salt, and pepper and place in a single row on a baking sheet.
Combine mushroom stems, garlic, parsely, scallions, walnuts, in a food processor. Pulse until finely minced, but not a paste.
Heat a large frying pan over medium heat. Remove chorizo from it’s casing and cook, breaking up with the back of a wooden spoon until starting to brown. Add mushroom stem mixture and cook another 1-2 minutes. Remove from heat and stir in Cotija cheese.
Divide filling evenly between mushroom caps and bake until mushrooms are tender and filling is browned about 40 minutes.
Transfer to a serving tray, sprinkle with parsley and more Cotija and serve.