Preheat oven to 350°.
Carefully pick over the crabmeat to remove any cartilage and shell fragments.
Melt 3 tablespoons of the butter in a saute pan. Add the onions and saute over medium heat until translucent, about 3 minutes. Add the flour and cook an additional 3 minutes. Then add the milk and cook 5 to 6 minutes more, stirring, until thick and creamy. Do not let the mixture scorch. Remove from heat.
Add the crabmeat, salt cayenne pepper, and Parmesan cheese to the pan and combine well. Stir in the bread crumbs and parsley. At this point the mixture should be as thick as a stuffing. Allow it to cool to room temperature.
Heat the remaining 2 tablespoons of butter in another saute pan, and saute the mushroom caps until tender, about 3 minutes. While the pan is still hot, pour in the sherry and carefully light it with a match. Drain the caps and allow them to cool.
Mound 1 tablespoon of the stuffing in each mushroom cap, and sprinkle them with the Gruyere cheese.
Place caps on a greased baking sheet and bake at 350° for 10 minutes, until bubbling. Serve hot.
Serves 4 as an appetizer, and more as an hors d\'oeuvre.