Clean and chop the mushrooms. Heat the oil in a pan. Fry the mushrooms for 3-4 minutes at high heat. Season with salt and pepper and remove. Slice parmesan thinly.
Boil up the milk. Add polenta and let it simmer for about 5 minutes at low heat, stirring several times. Put polenta in a bowl. Separate the eggs. Quickly stir in egg yolks, 3/4 of the cheese and 2/3 of the mushrooms, then let it cool down a bit.
Beat the egg whites until stiff and carefully fold into the polenta. Grease 4 ramekins (250 ml each), then pour in the polenta. In a preheated oven (electric cooker: 175 °C/ convection oven: 150 °C/ gas: see
manufacturer) bake for about 20 minutes until golden brown. Garnish with some shavings of parmesan and oyster mushrooms and serve immediately.