Remove sausage meat from casings and crumble into a small skillet.
Saute 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 rendered 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 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.