Heat oven to 375 degrees and line two baking sheets with foil.

Mix cream cheese and mayonnaise in a medium-sized bowl with an electric hand mixer for about 30 to 60 seconds. Add parsley and breadcrumbs and mix thoroughly with a rubber spatula. Add blue cheese and mix. Add cheddar cheese and mix. Add bacon and combine. Season to taste with salt and pepper. Fill each mushroom cap with the filling and set aside. Large mushrooms should be quartered or halved.

On a clean and dry cutting board or surface, lay out one sheet of phyllo dough. Be sure to cover the remaining phyllo dough with plastic wrap and a damp paper towel or they will dry out. Lightly sheet with non-stick cooking spray and lay the next sheet on top. Stack 5 sheets this way and spray the top sheet. Place twelve stuffed mushrooms evenly spaced out on the phyllo sheets. Cut even squares. Grab two opposite corners of one square and pull up, pushing up against the top of the mushroom. Grab the other two corners and tuck in to wrap up the mushroom. Brush each stuffed mushroom wrapped in phyllo with melted butter.

Bake for 18 to 20 minutes on 375 degrees. Remove using tongs or a spatula, place appetizers on a paper-towel lined plate. Allow to cool for at least 5 to 6 minutes before serving.