How to Make It
Preheat the oven to 400°. Spread the hazelnuts in a pie plate and toast for 8 minutes, or until the skins split. Leave the oven on. Transfer the nuts to a clean kitchen towel and let cool slightly, then rub them together to remove the skins. Let cool completely, then coarsely chop the nuts. In a small bowl, combine the nuts with the lemon zest, garlic and parsley. Season with salt.
Line a baking sheet with parchment paper. Arrange the mushroom caps stemmed side up on the baking sheet and brush them all over with the melted butter. Bake the mushrooms for 12 minutes, or until tender.
Meanwhile, in a medium skillet, melt the remaining 2 tablespoons of butter. Add the shallots, garlic and thyme and cook over moderate heat, stirring occasionally, until the shallots are softened, about 5 minutes. Add the chopped mushroom stems and cook, stirring occasionally, until tender, about 8 minutes. Add the kale and cook, stirring, until tender, about 8 minutes. Add the cream and bring to a boil, then simmer until slightly thickened, about 2 minutes. Remove from the heat and stir in the vinegar and nutmeg. Let the filling cool slightly, then stir in the grated cheese. Season with salt and pepper.
Mound the kale filling in the mushroom caps. Bake in the oven for about 10 minutes, or until browned and bubbling. Transfer the mushrooms to a platter, sprinkle with the gremolata and serve.