Clean the mushrooms and carefully break out the stems. Chop mushroom stems finely. Heat oil in a pan and fry mushrooms for about 5 minutes, turning them over. Peel onion and cut into fine cubes.
Cut the ham into cubes. Clean and wash the rocket, shake it dry and chop it except for something to garnish. Wash marjoram, shake dry, pluck leaves from the stalks and chop. Crumble the rolls into breadcrumbs.
Mix cheese, ham, rocket, mushroom stalks, 4 tablespoons breadcrumbs and egg yolks. Season with salt, pepper and marjoram. Fill mushrooms and cook in the preheated oven (electric cooker: 200 °C/ convection oven: 175 °C/ gas: level 3) for approx. 25 minutes.
Arrange and garnish with rocket.