Pre heat the oven to 180 degrees C.
To clean the mushrooms, brush the skin with a dry paper towel to remove any dirt.
Using a small paring knife, remove the stems.
Fill the base of the mushrooms with the baby spinach leaves, ripping larger leaves into smaller pieces.
Carefully crack an egg into each mushroom on top of the spinach.
Add a spoonful of marinated feta cheese as well as a drizzle of the feta marinating oil on top of the cracked egg.
Add a pinch of salt and pepper and sprinkle a few leaves of the fresh thyme on top.
Bake in the oven for 18-20 minutes or until the mushroom has softened and the egg is still soft inside.
Serve straight away topped with parsley.