Preheat the oven to 400°F and line a large rimmed baking sheet with parchment paper for easy cleanup.
Clean the portobello mushrooms with a damp cloth, remove the stems, and use a spoon to gently scrape out the dark gills.
Finely chop the mushroom stems and sauté them in a skillet with the olive oil, diced red onion, and minced garlic until softened.
Add the fresh spinach to the skillet and cook just until wilted, then remove from heat and let the mixture cool for a few minutes.
In a medium mixing bowl, combine the ground turkey, egg, crumbled feta, sautéed vegetable mixture, oregano, sea salt, and black pepper.
Place the mushroom caps on the prepared baking sheet and divide the turkey mixture evenly among them, pressing it firmly into the cavities.
Bake for 25 to 30 minutes, or until the internal temperature of the turkey reaches 165°F and the tops are beautifully browned.
Remove from the oven and sprinkle with freshly chopped parsley before serving warm.