Preheat oven to 425˚F and line a baking sheet with foil and top with parchment. Spray caps with cooking spray and season with salt and pepper. Par-cook them 8-10 minutes, let them cool and drain cap-side up. Change the parchment paper to a clean sheet and season the inside of caps with salt and pepper.
Heat a skillet over medium to medium-high heat. Melt butter and add celery, garlic, shallots, thyme, horseradish and bay, season with salt and pepper, and stir 3-4 minutes. Add sherry and let it mostly absorb, 1-2 minutes, add crab and heat through, then add English crumbs, if using. Cool the mixture a bit to handle and stir in cheese. Mound the stuffing into the mushrooms very generously. Bake the mushrooms to golden and set, 15-18 minutes, top with lemon juice, Old Bay and herbs.
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