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Step 1
With a pastry brush, brush olive oil on the outside of each mushroom cap, and around the interior and edges.
Step 2
Cook bacon, turning occasionally, in a large skillet set over medium heat until cooked through and crispy, approximately 8-10 minutes. Transfer bacon to a plate lined with paper towels and blot off excess grease. Crumble the bacon and set it aside.
Step 3
Carefully drain and discard almost all of the bacon grease from the skillet. Add the ground beef, Worcestershire sauce, if using, and the dried rosemary. Season with salt and black pepper, to taste, and stir to combine.
Step 4
Cook over medium heat, breaking up the beef with a wooden spoon while stirring until the meat is mostly browned, but still a little pink in some places, approximately 3-4 minutes. Remove from heat and drain excess grease from the skillet, if necessary.
Step 5
Stir the crumbled bacon and blue cheese into the ground beef and stir to combine. Carefully spoon the mixture into the mushroom caps. Place the stuffed mushroom caps into the air fryer and cook for 8 to 10 minutes at 350 degrees F.
Step 6
Remove from oven and serve immediately with a little extra blue cheese sprinkled on top, if desired.