Preheat an oven to 350 degrees F (175 degrees C).
Place the bacon in a large, deep skillet and cook over medium-high heat, turning occasionally, until crisp and evenly browned, about 10 minutes. Drain the bacon slices on a paper towel-lined plate; crumble the drained bacon into a bowl. Stir in the cream cheese, 2 tablespoons Parmesan cheese, Worcestershire sauce, and pepper until evenly mixed. Spoon the filling into the mushroom caps and place into an 8×8-inch baking dish. Sprinkle with the remaining 2 tablespoons of Parmesan cheese.
Bake in the preheated oven until the mushrooms are tender and the filling is golden brown, 25 to 30 minutes.