Preheat your oven to 350°F. Lightly grease a baking sheet or cover it with parchment paper. Clean the mushrooms and gently remove their stems—reserve the stems if you wish to use them later. Arrange the mushroom caps with the open side facing downward.
Melt the butter in a small skillet over medium heat. Add the minced shallot and garlic and let them gently sizzle for 1–2 minutes until they begin to soften. Transfer this fragrant mixture to a small bowl.
In a large bowl, beat the cream cheese with a hand mixer until it becomes smooth. Incorporate the egg yolk, chopped parsley, paprika, and salt until the mixture is uniform.
Fold in the crab meat, grated parmesan, and the warm shallot and garlic blend. The filling will be soft and luxuriously creamy at this point.
Stir in the panko bread crumbs to help bind the mixture. Transfer your crab filling to a piping bag (or a resealable plastic bag with a corner snipped off) for precise filling.
Pipe the crab mixture generously into each mushroom cap, allowing it to mound a bit over the edge for an inviting presentation.
Bake for around 25 minutes until the filling is heated through and the tops start to turn a golden brown. For an extra-crispy finish, switch the oven to broil for 2–3 minutes at the very end. (Keep a close eye to prevent burning!)
Remove from the oven and serve these delightful bites warm.