1Sauté sausage and oregano in heavy large skillet over medium-high heat until sausage is cooked through and brown, breaking into small pieces with back of fork, about 7 minutes.
2Using slotted spoon, transfer sausage mixture to large bowl and cool.
Mix in 1/2 cup Parmesan cheese, Worcestershire sauce, and garlic powder, then cream cheese.
3Season filling with salt and pepper; mix in egg yolk.
Brush 15x10x2-inch glass baking dish with olive oil to coat.
Brush cavity of each mushroom cap with white wine; fill with scant 1 tablespoon filling and sprinkle with some of remaining 1/2 cup Parmesan cheese.
Arrange mushrooms, filling side up, in prepared dish. (Can be made 1 day ahead. Cover and chill.)
4Preheat oven to 350°F. Bake uncovered until mushrooms are tender and filling is brown on top, about 25 minutes.