Remove the stems from the mushrooms and finely chop. In a large sauté pan, heat half of the olive oil. Add the chopped stems, garlic, green onion and sausage and sauté about 5 minutes, until the mushrooms have released their liquid. Add the Madeira and cook until it evaporates. Transfer to a large mixing bowl and season with pepper and lemon juice.
Stir in the breadcrumbs and half of the cheese. Divide the mixture among the mushroom caps, mounding the stuffing slightly and pressing it into the mushroom cavities. At this point you can wrap the mushrooms in plastic wrap and refrigerate.
When ready to bake, preheat the oven to 375º. Brush the mushrooms with the remaining olive oil, sprinkle with the remaining cheese and bake for 10-15 minutes, until the mushrooms soften and the cheese begins to brown. Serve warm or at room temperature.