Sauté sausage and oregano in heavy large skillet over medium-high heat until sausage is cooked through and brown, breaking into small pieces with back of fork, about 7 minutes.

Using slotted spoon, transfer sausage mixture to large bowl and cool. Mix in 1/2 Parmesan cheese, Worcestershire sauce, and garlic powder, then cream cheese. Season filling with salt and pepper; mix in egg yolk.

Brush 6x9x1-inch glass baking dish with olive oil to coat. Brush cavity of each mushroom cap with white wine; fill with scant 1 tablespoon filling and sprinkle with some of remaining 1/2 cup Parmesan cheese. Arrange mushrooms, filling side up, in prepared dish.

Preheat oven to 350°F. Bake uncovered until mushrooms are tender and filling is brown on top, about 25 minutes.