Preheat the oven to 400 degrees F and line a rimmed baking sheet with parchment paper. Pop all the stems off the mushrooms and lay them up side down on the baking sheet.
Heat a small skillet to medium-high. Sauté the chorizo, until cooked through. Then place it in a mixing bowl with the cream cheese and thyme. Mix thoroughly, then spoon the chorizo filling into the cavity of each mushroom.
Sprinkle the top of each mushroom with crumbled panela cheese and bake for 18-20 minutes. Until the tops are brown and the mushrooms have cooked through. Serve warm.
To make these Chorizo and Cheese Stuffed Mushrooms in advance: Simply prepare raw mushroom caps with the cream cheese and chorizo mixture, keep sealed in the fridge in an airtight container overnight, and then sprinkle with panela cheese and bake just before you are ready to serve and enjoy.