Whisk 1 egg with 1/4 cup milk and 1 teaspoon Worcestershire sauce; season with salt and pepper. Mix 1 cup panko with 1/4 cup chopped parsley and the zest of 1/2 lemon; season with salt and pepper. Dip 3 quartered portobello caps (gills scraped out) in the egg and dredge in the panko. Shallow-fry in olive oil until golden, 2 to 3 minutes per side. Sprinkle with salt. Serve with lemon wedges.