Preheat oven to 425° Remove the stems from the mushrooms and set aside. Place the caps, stem side down, on a baking sheet and brush the outsides with the oil. Bake until soft but still holding their shape, (15 minutes )

Meanwhile, crisp the bacon in a medium skillet over medium heat. Transfer the bacon to a paper towel lined plate, reserving the bacon drippings in the skillet. Finely chop the reserved mushroom stems and add to the bacon drippings along with the shallot and thyme. Season with salt & pepper and cook, stirring over medium heat until the mushrooms are dry (about 5 minutes ) Add spinach and continue to cook until the spinach wilts,(1 minute).

Transfer the mixture to a bowl and add the bread cubes and lemon zest. Chop the cooked bacon and. combine with the mushroom mixture. Place the caps stem side up, on a clean baking sheet and fill each cap with equal amount of stuffing. Bake until mushrooms are hot and lightly browned, ( about 5 minutes ). Place a piece of blue cheese on each mushroom and continue to Bake until the cheese just begins to melt ( about 3 minutes )