Wash the mushrooms and carefully cut off the stems without damaging the caps.

Grease a foil-lined baking tray with vegetable oil. Place the mushrooms on the tray, and salt them. Bake in an oven preheated to 190° for 15 minutes.

Cut the cheese into small pieces. Slice the Parma ham thinly.

Remove the mushrooms from the oven, place a slice of cheese in each mushroom cap, and top with a thin slice of Parma ham. Return the tray with the mushrooms to the oven and bake for a further 5 minutes until the cheese is melted.

Remove from the oven, sprinkle with chopped herbs, salt, and pepper, and serve hot.