Preheat oven to 400°. Line a baking sheet with foil.
On prepared pan, toss together mushrooms, oil, 1 teaspoon salt, and ½ teaspoon black pepper.
Bake until tender, 10 to 15 minutes.
In a large bowl, whisk together sherry vinegar, shallot, and garlic; let stand 10 minutes. Stir in honey, parsley, lemon zest, paprika, thyme, red pepper, remaining ½ teaspoon salt, and remaining ¼ teaspoon black pepper. Fold in mushroom mixture. Cover and chill at least 2 hours or up to overnight.
Recipe by Southern Lady Magazine at https://southernladymagazine.com/easy-pickled-mushrooms-recipe/