Preheat oven to 350ºF/180ºC.
Mix the two eggs together and season with salt and pepper.
Blitz the almonds in a food processor until it looks like breadcrumbs, and then mix with the shredded parmesan.
Wipe the mushrooms with a paper towel and dip in the egg mixture and then in the crumbs.
Line them up neatly on a lined baking sheet.
Slide into the oven for approximately 25-30 minutes.
While you wait for the mushrooms to cook, blitz together the mayonnaise, capers, pickles and onion to your desired consistency. Season with salt and pepper.