Pre heat the oven to 180C/350F/Gas 4.
Remove the stalks from the mushrooms to allow them to be stuffed and lay in a large oven dish. Place a little knob of butter in each one and then drizzle the olive oil all over. Sprinkle the thyme into the mushrooms and finish with a few generous glugs of Madeira wine. Pop them in the oven for 20 minutes.
Now for the stuffing, roughly chop your onions and soften in a frying pan with a little butter till golden. Remove the sausage skin and break the meat into the pan with the now golden onions. Tear in the remaining herbs, add the breadcrumbs and allow to cook through slightly. Chop the chestnuts and add to the pan and mix the contents well.
After about 20 minutes remove the mushrooms and generously heap your stuffing into the mushrooms, piling it as high as you dare. Don’t worry about there being extra stuffing, simply shape them into little balls and place them around the mushrooms.
Now return the dish to the oven for a further half hour. Serve when the stuffing is crisp and golden.