Preheat the oven to 180C/350F/Gas 4.
Trim the courgettes and cut each into five thick, equal-sized slices. Lay the slices on a baking tray. Using a melon baller or teaspoon, scoop a little of the courgette flesh from the top of each slice of courgette.
Place the courgette slices onto a baking tray, drizzle with the oil and season, to taste, with salt and freshly ground black pepper. Roast in the oven for 10-12 minutes, or until they're soft but still retain their shape.
For the filling, heat one tablespoon of the oil in a non-stick frying pan over a medium heat. Fry the onion for 4-5 minutes, or until caramelised, then remove from the heat.
Heat the remaining tablespoon of oil in a separate frying pan over a medium heat. Fry the mushrooms with the chopped rosemary and parsley for 4-5 minutes, or until softened. Drain off the liquid.
Blend the cooked onion, mushrooms and herbs and the cream cheese in a food processor to a smooth purée. Transfer the mixture to a piping bag.
Arrange the roasted courgette slices on a serving platter. Pipe a little of the mushroom mousse into the hollowed-out part of each slice of courgette. Top the mushroom mousse with the asparagus tips. Sprinkle over the crushed hazelnuts and serve.