Preheat oven to 350°F.
Clean mushrooms with a moist paper towel. Remove stems and coarsely chop, set aside. Place mushroom caps, underside up in a medium baking dish.
In a medium skillet over medium heat, cook bacon about 3 minutes stirring occasionally, until slightly crisp and fat has rendered. Add onion and cook 2 minutes. Add chopped mushroom stems and cook an additional 1-2 minutes, until mushrooms are tender and onions are translucent. Remove from heat.
Transfer onion mixture to a medium bowl and allow to cool 3-5 minutes. Add crumbled cheese, panko, pimento, and walnuts. Stir until mixture is well combined and holds together when gently squeezed. Fill mushroom caps with about 1 tbsp. of filling.
At this point, mushrooms can be refrigerated until ready to bake. Bake mushrooms for 25-30 minutes until mushrooms are tender and filling is golden brown. Serve immediately or at room temperature.