Remove the sausage from their casings and add to a pan. Heat over medium-high heat and when some fat has rendered, add the onions. Cook together until the sausage is browned and the onions are softened, about 10 minutes. Add the garlic and cook until fragrant, one minute more. Add the wine, if using and cook until no liquid remains, another 4 minutes. Pour the mixture into a bowl and set aside to cool for a few minutes.
Preheat the oven to 350ºF and line a rimmed baking sheet with parchment paper. Set aside.
Add the cream cheese, egg yolk, and parmesan. Stir until combined and then refrigerate for about 10 minutes to firm up a bit.
Spoon the cream cheese mixture into each mushroom, forming a generous mound on top. Sprinkle with pork rinds over the tops and bake for 25 minutes, or until golden. Let cool for 10 minutes before serving.
Notes
You can prepare the filling and stuff the mushrooms a day ahead, covering the baking tray. Then just uncover and bake before serving.