PREHEAT oven to 350°F. Remove stems from mushrooms; set caps aside for later use. Finely chop the stems. Cook and stir stems and onions in hot oil in skillet on medium-high heat until tender. Remove from heat; stir in bread crumbs, egg, bacon and pecans.
SPOON into mushroom caps; place on baking sheet.
BAKE 15 to 20 min. or until heated through. Serve warm.