Preheat oven to 350 degrees F.
Trim the hard ends from mushroom stems, pull the stems off and remove the white spongy flesh around the inside of the mushroom cap.
Finely dice the stems and set aside.
Add ghee to a large skillet, on medium heat. Mix in diced mushroom stems, sausage, shallots, leeks and fennel.
Add sherry and sauté until vegetables are soft and translucent, stirring frequently (6-8 minutes).
Mix in garlic, 1/4 tsp thyme and Worcestershire sauce. Cook until liquid is incorporated, then add breadcrumbs. Stir until heated through (2-3 minutes).
Remove from heat and work in 1/2 cup cheese.
Stuff mushrooms cups with mixture and place on a greased baking sheet.
Bake for 10 minutes, then top each mushroom with a small handful of remaining cheese and return to the oven for 5 minutes or until cheese is melted as desired.
Sprinkle remaining thyme on top to garnish.