Preheat oven 200°C fan-forced. Pierce potatoes all over with a fork. Place potatoes, directly onto an oven-rack in the oven. Bake for 45-60 minutes or until tender when tested with a skewer.
Finely chop mushrooms by hand, or alternatively, pulse in a food processor until finely chopped.
Heat oil in a large saucepan over medium heat. Add onion, sauté for 3 minutes or until softened. Add mushrooms, increase heat to high and cook for5 minutes or until moisture has almost evaporated. Add mince, cook, breaking up mince with wooden spoon, until mince changes colour. Combine tomato paste, stock and Worcestershire sauce together in a jug, then stir into mushroom mixture. Bring to the boil. Reduce heat to medium. Simmer, uncovered for 15 minutes or until thickened. Stir in parsley, thyme and season.
Cut one-third from the top of each potato. Discard tops. Leaving 1cm of potato flesh around the skin, scoop out the remaining potato flesh and place into a bowl. Mash potato with warm milk then stir in half the cheese and season.
Evenly spoon mushroom filling into potato until three-quarters full. . Top each with mashed potato. Place onto a baking tray. Sprinkle over remaining cheese and bake for 15 minutes until hot. Serve.