Preheat the oven to 400°F, 200°C, or gas mark 6 with the cast iron skillet inside.
While the oven is heating combine the mascarpone, garlic, salt, pepper, thyme, and parsley until they evenly mixed and pour into a piping bag or a Ziplock bag with a corner cut off. Pipe the filling into each cup being careful not to overfill.
When the oven is hot remove the cast iron skillet, add the oil and then add the mushrooms to the pan with the stuffing side up. Bake for 15 - 20 minutes or until the caps start to soften.