Preheat the oven to 400 degrees. Line a rimmed baking sheet with foil.
Remove the stems from the mushrooms and scrape out the gills with a spoon. Wipe clean with a damp cloth or paper towel. Spray both sides with cooking spray and place on the prepared baking sheet, gill side up. Sprinkle with a little salt and pepper. Bake for 10 minutes, flip, and bake for another 5-10 minutes or until the mushroom caps are tender.
While the mushrooms are baking, prepare the spinach.
Heat the olive oil in a large skillet over medium-high heat. Add the onions and cook until translucent, about 5 minutes. Add the garlic and cook, stirring, for 30 seconds. Add the spinach, nutmeg, ½ teaspoon salt, ½ teaspoon pepper, and the cream. Cook, stirring occasionally, until all the spinach has wilted and the cream is beginning to thicken, about 5 minutes. Add the Parmesan cheese and cook, stirring for another minute.
Place some paper towels on a plate and position by the stove. Put 3 inches of water in a deep skillet or large saucepan. Add the lemon juice and 1 teaspoon salt. Bring to a simmer over medium heat. Crack each egg individually into a small bowl or ramekin and gently pour into the simmering water. Cook for 2-3 minutes or until the whites are firm but the yolks are still runny. Remove from the water with a slotted spoon and place on the plate.
Divide the spinach mixture among the mushroom caps, top each with a poached egg, top with hollandaise sauce, and garnish with paprika, if desired.
Easy Blender Hollandaise Sauce:
Place the egg yolks in a blender with the lemon juice and salt. Blend on high for about 10 seconds. Remove the plastic top from the blender cap and slowly drizzle in the warm melted butter. Continue to blend until the sauce is smooth. Keep warm.