In a large skillet over medium heat, melt the coconut oil.
Add the sausage and cook, stirring occasionally, until the sausage is browned and cooked through.
Add the bell pepper, stir, and cook for 2 minutes more.
Add the green olives, green onions, garlic, tomato sauce, tomato paste, Worcestershire sauce, sea salt, and pepper.
Stir to combine, and simmer for 5 minutes.
Remove the skillet from the heat, and let the filling cool for 15 minutes.
Place the cooked filling in an airtight container, and freeze it until needed.
Thaw the filling in the refrigerator overnight.
When ready to cook, preheat your oven to 400°F. Gently wipe away any dirt from the mushrooms with a damp towel. Gently remove the stems and gills with a spoon.
Discard or save them for use in another dish, such as soup. Spoon the filling into each mushroom cap, packing it firmly with the spoon.
Place the mushrooms in a glass baking dish, and bake for 20-25 minutes or until the mushrooms are soft and the top of the filling is browned.
Serve with additional sliced green olives or a few chopped green onions on top.