Preheat the oven to 350 degrees. Wipe the mushrooms with a damp paper towel to remove any dirt. Pop out the stems and finely chop. Set the caps on a parchment paper lined baking sheet.
Add the oil to a medium skillet and add the chopped stems, onions and garlic, cooking till soft and fragrant, about 3 minutes. Remove from skillet and place in medium mixing bowl. Brown sausage in skillet, breaking it apart into small pieces as it cooks. Remove from heat and place in bowl with garlic and onion. Cool.
When sausage mixture has cooled, add the three cheeses and both peppers. Mix well. Taste and add salt or more pepper as needed.
Gently stuff each mushroom cap with a heaping spoonful of the cheese mixture. Brush tops with melted butter and bake at 350 for approximately 20 minutes or until mushrooms are piping hot and liquid seeps out from under them. Brush tops one last time with melted butter just before plating. Garnish with chives, shopped parsley, or a little grated Parmesan.
There always is extra stuffing. Save and use in scrambled eggs the following morning, awesome.