Preheat the oven to 200°C and line a large baking sheet or shallow baking dish with parchment paper. Wipe the mushrooms clean with a damp paper towel, carefully remove the stems, and set the caps aside. Finely chop enough mushroom stems to measure 60 grams.
Brush or rub the mushroom caps lightly with a little of the olive oil and arrange them cavity-side up on the prepared baking sheet. This helps them roast evenly and keeps the surface from drying out.
Heat 2 tablespoons olive oil in a skillet over medium heat. Add the chopped onion and cook for 4 minutes, stirring often, until softened but not browned. Add the garlic and chopped mushroom stems, then cook for 3 to 4 minutes more until the moisture from the mushrooms has mostly evaporated.
Stir in the breadcrumbs, chopped walnuts, parsley, thyme, lemon juice, lemon zest, salt, and black pepper. Add the vegetable broth and cook for 1 minute, stirring, until the mixture is evenly moistened and holds together lightly when pressed. Remove the skillet from the heat.
Spoon the filling into each mushroom cap, pressing gently so the mixture stays in place. Divide the filling evenly among all 24 mushrooms and mound it slightly on top.
Drizzle the stuffed mushrooms with the remaining 1 tablespoon olive oil. Bake for 20 to 25 minutes, until the mushrooms are tender and the tops are golden brown.
Transfer the mushrooms to a serving platter and sprinkle with the remaining 1 tablespoon chopped parsley. Serve warm for the best texture and flavor.