Preheat your oven to 375°F / 190°C.
In a medium bowl, combine the finely chopped walnuts, bread crumbs, fresh dill, crumbled feta, and milk.
Season generously with freshly ground black pepper and mix until everything is well combined.
Gently clean the mushrooms with a damp paper towel. Carefully snap off the stems. You can reserve the stems for another use (like a soup stock or pasta sauce) or finely chop them and add them to your filling mixture for extra flavor.
Divide the feta and walnut mixture evenly among the mushroom caps, pressing it in firmly to create a generous mound on each one.
Generously butter a baking dish large enough to hold the mushrooms in a single layer.
Arrange the stuffed mushrooms in the dish and then drizzle the olive oil evenly over the tops.
Bake for 20 minutes, or until the mushrooms are tender and juicy and the filling is golden brown on top.
Serve immediately and enjoy!
Don't Wash Your 'Shrooms: Mushrooms act like sponges and will absorb water, making them soggy. For the best texture, simply wipe them clean with a damp cloth or paper towel.
Don't Waste the Stems: Finely chop the mushroom stems and sauté them for a few minutes before adding them to the filling mixture. This adds a deeper, earthier flavor and reduces waste.