Heat oil to medium high in a frying pan. Cook down mushrooms until they brown and stir occasionally. This will take about 5-6 minutes.
Add onions and cook for 2 minutes or until they are translucent. Add garlic and stir for 2 minutes. Turn the heat off and transfer to a large heatproof bowl.
Add breadcrumbs, oats, parsley, Parmesan, oregano, thyme, salt, pepper, and cayenne to the cooked mushroom mixture. Stir to combine.
Add eggs and stir until well mixed.
Cover and refrigerate for 2 hours.
Preheat oven to 190°C.
Form 1-inch balls (bite-size) from the mushroom mixture. Place them on a baking sheet-lined pan.
Bake for 20 minutes, flipping halfway through.