Preheat oven to 375 degree F. Cut off tops of peppers and use a small spoon to remove seeds. Place each pepper in a 1-3/4-inch muffin cup. Use a small crumpled piece of foil to keep peppers upright.
In a small bowl stir together egg, cream, mushrooms, onion, mustard, salt, and pepper until combined. Spoon about 1-1/2 teaspoons of the mixture into each pepper. Sprinkle tops with cheese. Bake for 15 minutes until filling is puffed and golden brown. Cool 5 minutes. Remove from pans and serve warm. Makes 24 appetizers.