Prep the mushrooms: Gently twist out the stems and wipe caps with a damp paper towel. Don’t rinse under running water—it can make them soggy.
Lightly brush the outside of the caps with olive oil and season with a pinch of salt and pepper.
Preheat the air fryer: Set to 375°F (190°C) for 3–5 minutes so the basket is hot when you add the mushrooms.
Make the filling: In a bowl, mix cream cheese, mayonnaise, Parmesan, panko, shallot, garlic, lemon juice, lemon zest, Dijon, Old Bay, and parsley until smooth. Taste and adjust salt and pepper.
Fold in the crab: Add the crab meat and gently fold to keep the chunks intact. The mixture should be thick but scoopable.
If it’s too loose, add 1–2 tablespoons more panko.
Stuff the caps: Spoon the filling into each mushroom, mounding it slightly. Top with a sprinkle of panko and a light dusting of Parmesan. Mist or drizzle the tops with a little olive oil for extra browning.
Air fry in batches: Arrange stuffed mushrooms in a single layer in the basket.
Cook at 375°F (190°C) for 8–11 minutes, until the tops are golden and the filling is heated through. The exact time depends on cap size and your air fryer model.
Finish and serve: Let them rest for 2 minutes so the filling sets. Garnish with parsley.
Serve warm with lemon wedges.