Add the mushrooms to a large mixing bowl. Add in the oil, garlic, shallots, capers, soy sauce, worchestershire sauce, salt, and pepper. Give a good mix. Toss in the cubed butter. Set aside.
Preheat your oven to 425 degrees. Add the mixture to a medium sized casserole dish, and cover with aluminum foil. Place in the preheated oven and cook for about 40 minutes. About 20 minutes in, remove, and give a good stir. Cover, and finish cooking.
When these are done cooking, you will notice they shrink is size a bit, and are residing in a pool of deliciousness. Serve over grilled steaks, or heck, place them in a bowl, get a toothpick or two, and dig in. These are also awesome if you have any leftovers to be used in an omelet, or served with a bit of rustic bread.