Preheat your oven to 375°F. Clean your mushrooms with a damp paper towel and gently pop out the stems—I use my thumb to wiggle them loose and they come right out. Pat the caps dry with paper towels so they don't release water while baking. This step takes just a couple minutes and makes a huge difference in texture.
Chop up those mushroom stems finely and set aside. Heat your olive oil and butter together in a skillet over medium heat until it gets all bubbly. Toss in the minced garlic and cook for about 30 seconds—you'll smell it immediately, which means it's ready. Don't let it brown or it'll taste bitter.
Add your chopped mushroom stems to the skillet and cook for 3-4 minutes, stirring occasionally, until they release their moisture and it mostly evaporates. The mixture should look dry and smell amazing at this point. Then add the thyme, rosemary, and paprika, stirring constantly for about 1 minute to wake up those dried herbs.
Remove the skillet from heat and let it cool for 2-3 minutes before stirring in the softened cream cheese. Mix it really well so everything combines smoothly without lumps. The mixture should be thick and creamy, kinda like a chunky paste that'll hold its shape.
Set up your breading station with beaten eggs in one shallow bowl and panko mixed with cheddar cheese in another. Dip each mushroom cap into the egg first, then roll it in the panko mixture so it gets completely coated. Place them gill-side up on a greased baking sheet—this is important because the filling stays in place way better this way.
Pipe or spoon the cream cheese mixture generously into each mushroom cap. I use a small spoon since I don't always have a piping bag handy, and honestly it works just fine. Don't overstuff or the filling will leak out during baking, but don't be shy either—these mushroom recipes spring to life with a good amount of filling.
Bake for 18-20 minutes at 375°F until the tops are golden brown and the mushrooms release some liquid at the base—that's totally normal. They're done when you can easily pierce a cap with a fork. Let them cool for 2-3 minutes before serving so nobody burns their mouth on that hot filling.