Brush the dirt off the mushrooms and place them cap side down on a medium-hot skillet or griddle for about a minute, until they flatten out slightly. Remove to an oven pan or cookie sheet.
Break the sausage into a skillet and cook with 1/4 cup water over medium heat. Keep stirring to keep the sausage from clumping up. Cook until all the water has been absorbed and no pink is left in the sausage. Remove the sausage with a slotted spoon to a bowl lined with two thicknesses of paper towel.
Pour off the fat from the skillet and wipe it lightly with a paper towel. Heat the olive oil in the same pan over medium heat. When it shimmers, add the onion, bell pepper, and fennel or celery, and cook until just beginning to soften.
Add the wine, lemon juice, and soy sauce, and bring to a boil while stirring now and then. After a minute, add the sausage and the parsley back and cook until nearly dry.
Remove the pan contents to a bowl. Add the bread crumbs, Romano cheese and salt. Stir in with a kitchen fork to loosen up the mix.
Spoon the mixture very loosely onto the upturned mushrooms and run under the broiler until the mixture starts to sizzle and the bread crumbs are toasted--about two or three minutes.
