In a small bowl mix together, the mayonnaise, parsley, peppers, sugar, old bay and egg yolk. Blend well, this is your imperial sauce
Add imperial sauce to crab meat and fold together gently.
Pull stem our of mushroom cap, using a knife to clean out any pieces of the stem that might have stuck.
Cut a little off the bottom of the mushroom so it sits flat
Fill mushroom caps with crab imperial mixture mounding on top of the cap
Place in baking dish, and pour marsala wine in the bottom of the baking dish
Bake at 350 degrees for 15-20 minutes