Remove sausage meat from casings and crumble into a small skillet. Saut gently, stirring often, until meat is thoroughly done. Season with fennel and, if desired, red pepper flakes. With a slotted spoon, remove sausage to a bowl, leaving the rendered fat in the skillet.
Saute onion and garlic in the fat, adding a little olive oil if necessary, until tender and golden, about 25 minutes. Stir in chopped parsley and add to reserved sausage meat.
Stir (imported) olives and bechamel into the sausage mixture; combine thoroughly. Taste the mixture and season with salt and pepper if necessary.
Pull the stems off the mushrooms and save for another use. Wipe mushroom caps with a damp cloth and season lightly with salt and pepper. Fill each cap generously with the stuffing. Arrange caps in a lightly oiled baking dish. Sprinkle the tops of the stuffing with Parmesan cheese to taste.
Bake at 450 F. for about 15 minutes or until bubbling and well browned. Let settle for 5 minutes before serving.