Preheat the oven to 350 degrees.
Remove the stems from the mushrooms, chop them finely, and set aside.
In a medium bowl, toss the mushroom caps with 2 tablespoons of oil, salt, and pepper. Arrange in a single layer on a lightly greased baking sheet, open-side up. Set the bowl aside to use for the filling.
In a medium skillet, heat the remaining tablespoon of oil over medium heat. Saute the shallot and reserved mushroom stems until softened, 3-4 minutes. Remove from heat, stir in the mascarpone cheese, and transfer the mixture to the bowl.
Mix in the parsley, lemon zest, Parmesan, brie, and panko. Lightly fold in the crabmeat. Season with salt and pepper to taste.
Spoon the filling into the mushroom caps, and bake 15-20 minutes, or until the mushrooms are browned and the filling is hot and bubbly. Remove from oven and squeeze the lemon juice over the mushrooms before serving.
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