Wipe the mushrooms clean with a damp cloth. Remove the stems and finely chop them. Preheat the oven to 400 degrees F. In a large mixing bowl, combine the ground meat, fennel seed, onion, garlic, lemon zest, half of the cheese, the chopped mushroom stems, breadcrumbs and spinach and season with salt and pepper. Brush lightly with EVOO and stuff the mixture into the caps.
Arrange the caps on a rimmed baking sheet or in a baking dish. Leave some room around each mushroom to prevent the caps from getting steamy. Sprinkle the remaining cheese and the nuts on the caps and transfer to the oven. Bake until the mushrooms are tender and the filling is cooked through, about 25 minutes. Serve warm.