Preheat the oven to 375F. Line a large baking sheet with parchment paper or a silpat liner and spray it with avocado oil. Arrange the mushrooms on the baking sheet and lightly spray the tops with avocado oil. Bake for 15 minutes, flipping the mushrooms once halfway through cooking. Set aside to cool slightly, and then pat off any excess liquid.
Meanwhile, for the filling, add the butter to a small skillet over medium heat. Once hot, add the onion and cook until softened, but not browned, about 3 minutes, stirring occasionally. Add the garlic and cook 1 minute more, stirring constantly.
Add the onion mixture to a large bowl along with the cream cheese, sour cream, mayo, Parmesan, parsley, scallion, lemon juice, dill, Old Bay, and Worcestershire. Stir in the crab.
Scoop the mixture into the mushrooms.
Serve chilled.