Preheat the oven to 375 degrees F.
Heat a large skillet over medium-high heat. Add the olive oil and once hot, add the turkey sausage and cook, breaking up with the back of a wooden spoon, about 2 minutes. Once the sausage is beginning to brown, add the mushroom stems and continue to cook until soft and the turkey is cooked through. Add the garlic and briefly saute until fragrant. Stir in the white wine and scrap up any browned bits on the bottom of the pan. Cook until the wine has evaporated. Transfer the mixture to a bowl. Add the blue cheese, breadcrumbs and parsley to the sauteed mixture and stir to combine.
Place the mushroom caps cavity-side up on the a sheet tray. Drizzle with olive oil and sprinkle with salt and pepper. Spoon the filling into the cavities and drizzle again with olive oil. You may need to pack down the filling with your hands. Bake 20 minutes.