Wipe mushrooms clean with a damp cloth. Remove stems and finely chop.
Preheat oven to 400ºF.
In a large mixing bowl, combine the ground meat, fennel seed, onion, garlic, lemon zest, half of the cheese, chopped mushroom stems, breadcrumbs, spinach, and season with salt and pepper. Season the mushroom caps as well with salt and pepper, brush lightly with EVOO and stuff the mixture into them.
Arrange on a baking sheet or in a baking dish. Leave some room around each mushroom to prevent the caps from getting steamy. Sprinkle the remaining cheese and nuts on the caps and transfer to the oven. Bake until the mushrooms are tender and filling is cooked through, about 25 minutes.