Brown the sausage in a medium skillet over medium-high heat, until browned. Transfer to a bowl, cover and set aside.
Return to the skillet and melt the butter over medium heat. Stir in the bell pepper, onion, green chile or Anaheim pepper and garlic. Cook about 5 minutes, stirring occasionally, until the flavors release and soften slightly. Set aside.
Remove the stems from the mushrooms and carefully spoon out the inside gills (black part). Place in a shallow pan and pour the beef broth around and in the mushrooms, enough to nearly cover. Let soak, no more than 5 minutes. Drain the mushrooms.
In a small cast iron skillet, toast the bread crumbs over medium-heat until lightly browned and crisp.
Stuff the mushrooms with about 1 to 1 ½ teaspoons of cream cheese, followed by 1 to 1 ½ teaspoons veggie mix and 1 to 1 ½ teaspoons sausage. Top with bread crumbs. Repeat with remaining ingredients.
Place the mushrooms on a cleaned and well oiled grill over low heat. Shut the lid and cook for about 5 to 8 minutes or until the mushrooms begin to soften.
Sprinkle with 1 to 2 teaspoons of the Parmesan cheese. Shut the lid and cook just until the cheese melts. Serve warm.
