Preheat oven to 200°C fan forced. Scrub potatoes clean under running water then pat dry with paper towel. Pierce each potato eight times with a fork. Place the potatoes directly on the oven rack in the centre of the oven. Bake for 50-60 minutes or until potatoes are tender when tested with a skewer. Remove potatoes to a board.
Meanwhile, heat oil in a large frying pan over medium heat. Add the onion and bacon. Cook, stirring, for 6 minutes or until onion is tender and bacon starts to colour. Increase the heat to high, add mushrooms. Cook for 5 minutes until mushrooms are tender. Stir in cream and bring to a gentle boil. Reduce heat to medium-low, boil gently for 8-10 minutes or until sauce thickens. Remove from the heat, add the parsley and season with salt and pepper.
Cut a deep cross in top of each potato. Using a clean tea towel to hold the potato, squeeze the base gently to open up top. Spoon over the mushroom sauce and serve.