Heat the olive oil and butter together in a large pan.
Chop the onions (finely), and then cook for around five minutes until they soften.
Add the garlic, mushrooms, Worcestershire sauce, salt, pepper, cayenne, and oregano, then continue to cook until the mushrooms lose all their liquid (about 5 minutes). Set to one side to cool.
Mix the mozzarella and breadcrumbs together, then add the cooled mushroom mixture.
In a separate bowl, beat an egg and stir it in to the other ingredients. Cover and place in the fridge for several hours (or at least one hour).