Preheat oven to 220°C (fan forced). Drizzle mushrooms with olive oil and season. Place stem-side down, into a greased roasting pan. Roast 15 minutes or until tender.
Meanwhile, poach eggs in a saucepan of simmering water for 5 minutes. Use a slotted spoon to transfer to a plate lined with paper towel.
Place 1 poached egg into the centre of each mushroom. Crumble over feta. Sprinkle each with grated lemon rind and a teaspoon of dukkah and serve with toast.